Regulatory Alerts2025-12-23
Added · Updated
Return of Interest Rate Risk in the Banking Book
The Monetary Authority of Hong Kong requires Authorized Institutions to submit quarterly returns detailing their Interest Rate Risk in the Banking Book positions. The submission mandates reporting interest rate-sensitive assets, liabilities, and off-balance sheet exposures across specified time bands and major currencies. Institutions must also provide scenario analysis impacts on earnings and economic value to demonstrate compliance with regulatory standards.
More like this from HKMA
HKMA published 11 documents in the last 30 days. We email you each new one the day it's published.
Topics
Share