Regulatory Alerts2024-08-13
Added · Updated
Q&As on Market Risk and CVA Risk
The Hong Kong Monetary Authority issued this document on August 13, 2024, to provide clarifications on market risk and credit valuation adjustment risk capital adequacy requirements. It addresses specific regulatory questions for locally incorporated authorized institutions to ensure consistent application of market risk standards. The guidance supports compliance with the Fundamental Review of the Trading Book framework and related capital charge calculations.
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