2020-03-06

Added 2026-06-21 · Updated 2026-07-10

Sound risk management practices for algorithmic trading

The Hong Kong Monetary Authority issued this circular on March 6, 2020, to establish sound risk management practices for algorithmic trading. The guidance applies to all authorized institutions and addresses market risk management requirements for automated trading systems. It aims to ensure that institutions maintain robust controls and oversight over their algorithmic trading activities.

Hong Kong

Hong Kong Monetary Authority

Follow HKMA

Show thumbnailShow full textSourceAdd to collection

Show full text

CIR

Current

Issue Date:

06 Mar 2020

20200306-3-EN.pdf (72.1 KB)

Topic:

Market Risk Management - Algorithmic trading

Keyword:

Group:

All Authorized Institutions

Directly related Document

Cross referenced Document

Version History

Superseded Document

Directly related Document

Annex

Current

06 Mar 2020

Annex - Sound risk management practices for algorithmic trading

Annex

Current

06 Mar 2020

Annex - Sound risk management practices for algorithmic trading

Cross referenced Document

Version History

Superseded Document