Regulatory Alerts2018-12-14
Added · Updated
Return of Interest Rate Risk in the Banking Book (Supplementary Information) (Form MA(BS)12B)
The Hong Kong Monetary Authority requires selected authorized institutions to submit monthly supplementary data on the weighted average interest costs of Hong Kong dollar-denominated interest rate-sensitive liabilities. This return mandates the reporting of liability positions across specific time bands to support the compilation of the monthly composite interest rate for Hong Kong. Institutions must adhere to strict deadlines and calculation methodologies, distinguishing between banking book and trading book positions based on their regulatory status.
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