Regulatory Alerts2024-03-15
Added · Updated
New SPM modules on market and CVA risk: MR-1 and MR-2
The Hong Kong Monetary Authority issued Circular CIR on 15 March 2024 to introduce new Standardised Approach modules for Market Risk (MR-1) and CVA Risk (MR-2). These updates apply to Locally Incorporated Authorized Institutions and supersede previous versions of the SPM-SGL standards. The document establishes the revised capital charge requirements for these specific risk categories effective immediately.
CIR
Current
Issue Date:
15 Mar 2024
20240315-1-EN.pdf (200.6 KB)
Topic:
Capital Adequacy - Market Risk
Group:
Locally Incorporated Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
SPM-SGL
Archive
15 Mar 2024
MR-1 Market Risk Capital Charge
SPM-SGL
Archive
15 Mar 2024
MR-2 CVA Risk Capital Charge
SPM-SGL
Archive
15 Mar 2024
MR-1 Market Risk Capital Charge
SPM-SGL
Archive
15 Mar 2024
MR-2 CVA Risk Capital Charge
Cross referenced Document
Version History
Superseded Document
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