Regulatory Alerts2025-12-23
Added · Updated
Return of Interest Rate Risk in the Banking Book Supplementary Information
The Monetary Authority requires authorized institutions to submit monthly returns detailing interest rate risk in the banking book under Section 63(2) of the Banking Ordinance. The document mandates reporting the position of interest rate-sensitive liabilities, including total amounts and weighted average interest costs across various time bands. Submissions must be filed within 14 days after the end of each calendar month in accordance with the specified completion instructions.
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