2025-11-27

Added 2026-06-20 · Updated 2026-07-10

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.

Hong Kong

Hong Kong Monetary Authority

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CIR

Current

Issue Date:

27 Nov 2025

MR-1.pdf (1.2 MB)

Topic:

Capital Adequacy - Market Risk

Group:

All Authorized Institutions

Directly related Document

Cross referenced Document

Version History

Superseded Document

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