2019-10-23

Added · Updated

Reform of interest rate benchmarks

The Hong Kong Monetary Authority issued this circular to guide all authorized institutions on the reform of interest rate benchmarks. The document outlines the transition away from interbank offered rates towards risk-free rates to enhance market integrity. It provides regulatory expectations for managing the risks associated with this structural change in financial benchmarks.

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Hong Kong Monetary Authority

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CIR

Current

Issue Date:

23 Oct 2019

20191023-1-EN.pdf (72.9 KB)

Topic:

Treasury market - Reform of interest rate benchmarks

Group:

All Authorized Institutions

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Cross referenced Document

Version History

Superseded Document

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CIR

Current

05 Mar 2019

Reform of Interest Rate Benchmarks

Directly related Document

CIR

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05 Mar 2019

Reform of Interest Rate Benchmarks

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Superseded Document

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