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.
CIR
Current
Issue Date:
13 Aug 2024
20241025-1-EN.pdf (142.6 KB)
Topic:
Capital Adequacy - Market Risk
Group:
Locally Incorporated Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
CIR
Current
13 Aug 2024
Q&As on Market Risk and CVA Risk
CIR
Current
13 Aug 2024
Q&As on Market Risk and CVA Risk
Cross referenced Document
Version History
Superseded Document
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