Regulatory Alerts2025-11-27
Added · Updated
SPM: MR-1 Market Risk Capital Charge
The Hong Kong Monetary Authority issues this statutory guideline to establish minimum standards for authorized institutions calculating market risk capital charges under the Fundamental Review of the Trading Book. The document mandates the use of the Standardised, Internal Models, or Simplified Standardised approaches while strictly defining boundaries between trading and banking books. It further introduces specific capital charge treatments for cryptoasset exposures and structural foreign exchange risk hedging.
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