Regulatory Alerts2024-08-13
Added · Updated
Q&As on Market Risk and CVA Risk
The Hong Kong Monetary Authority issued Questions and Answers to facilitate the consistent interpretation and application of the revised market risk and CVA risk capital frameworks under the Banking (Capital) Rules. These guidelines, written in simple language, support the implementation of amendments introduced by the Banking (Capital) (Amendment) Rules 2023. The document notes that updates will be added to address common issues and invites Authorized Institutions to submit further questions for clarification.
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