Revised Supervisory Policy Manual Module IC-5 on Stress-testing

HONG KONG MONETARY AUTHORITY 香港金融管理局 Banking Policy Department Our Ref: B1/15C B 1/21 C 13 April2026 The Chief Executive All Authorized Institutions Dear Sir/Madam, Revised Supervisory Policy Manual (SPM) Module IC-5 on "Stress-testing" I am writing to inform you that, following consultation with the two industry Associations, the Monetary Authority is issuing today a revised version of the SPM module IC-5 on "Stress-testing". The revisions to the SPM module primarily aim to reflect the applicable requirements set out in the "Stress testing principles"1 issued by the Base! Committee on Banking Supervision in October 2018, and to incorporate other good regulatory and industry practices. The revised SPM module is available at the HKMA's Banking Regulatory Document Repository accessible throu帥 the public website2 or the Superviso塄 Communication Web site3. Should you have any questions regarding the above, please feel free to contact us at bpirb@hkma.gov.hk. Yours faith允lly, Donald Chen Executive Director (Banking Policy) Endl cc: The Chairperson, The Hong Kong Association of Banks The Chairperson, The DTC Association FSTB (Attn: Mr Timothy Wong) https://www.bis.org庀cbs/publld450.htm https:／冊rdr.hkma.gov.hklen鑼印m ht館s://brdr.stet.iclnet.hklenglspm 55th Floor, Two International Finance Centre 8 Finance Street, Central, Hong Kong Website: www.hkma.gov.hk 香港中環金融街8 號國際金融中心2 期55 樓 網址：www.hkrna.gov.hk