Regulatory Alerts2018-12-14
Added · Updated
Return of Interest Rate Risk Exposures (MA(BS)12)
The Hong Kong Monetary Authority requires authorized institutions exempted from the local IRRBB framework to submit quarterly returns detailing their interest rate risk exposures. The form mandates the reporting of on- and off-balance sheet positions, including interest-bearing assets and liabilities, categorized by time bands and currency. Institutions must also provide scenario analysis on the impact of interest rate changes on earnings and economic value to assist the regulator in assessing potential risks.
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