2025-12-23

Added · Updated

Supervisory Policy Manual IR-1: Interest Rate Risk Management

The regulator issued Supervisory Policy Manual IR-1 to establish requirements for Interest Rate Risk Management for all authorized institutions. This document mandates the submission of the revised Return of Interest Rate Risk Exposures (IRR return) to monitor risk levels. It serves as the current regulatory framework effective from December 23, 2025, superseding previous archival guidelines.

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Hong Kong

Hong Kong Monetary Authority

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SPM-NGL

Current

Issue Date:

23 Dec 2025

IR-1.pdf (422.2 KB)

Topic:

Interest Rate Risk Management

Group:

All Authorized Institutions

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Annex 1: Return of Interest Rate Risk Exposures