Regulatory Alerts2020-03-06
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Sound risk management practices for algorithmic trading
The Hong Kong Monetary Authority issued this circular to establish supervisory expectations and share sound risk management practices for algorithmic trading. The guidance is based on a 2018 survey of authorized institutions and 2019 thematic on-site examinations that assessed governance, algorithm development, and risk controls. Authorized institutions are expected to adopt these practices when developing their risk management frameworks, tailored to the nature, scale, and complexity of their activities.
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