Regulatory Alerts2025-11-27
Added · Updated
SPM: MR-1 Market Risk Capital Charge
The Hong Kong Monetary Authority issued this document to specify the market risk capital charge requirements for authorized institutions under the Standardized Approach for Market Risk. It serves as Annex 2(h) to the Cryptoassets Standard, detailing the calculation methodology for market risk capital charges. The regulation applies to all authorized institutions and supersedes previous model recognition guidelines for market risk calculations.
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