2016-01-19

Added 2026-06-21 · Updated 2026-07-10

Revised Framework for Market Risk Capital Requirements

The regulator issued the Revised Framework for Market Risk Capital Requirements on January 19, 2016, to update capital adequacy standards for locally incorporated authorized institutions. This circular establishes the baseline regulatory expectations for calculating market risk capital charges in alignment with Basel Committee on Banking Supervision principles. The document serves as the foundational reference for subsequent implementation timelines and specific market risk capital charge calculations.

Hong Kong

Hong Kong Monetary Authority

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CIR

Current

Issue Date:

19 Jan 2016

20160119-1-EN.pdf (83.5 KB)

Topic:

Capital Adequacy - Market Risk

Miscellaneous - BCBS

Group:

Locally Incorporated Authorized Institutions

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Version History

Superseded Document

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Directly related Document

Cross referenced Document

Version History

Superseded Document

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