Regulatory Alerts2001-02-16
Added · Updated
Use of Internal Models to Measure Market Risks for Investment Guarantees under MPF Schemes
The Hong Kong Monetary Authority issued this guidance to specify the conditions under which authorized institutions may use internal models to measure market risk for investment guarantees under Mandatory Provident Fund schemes. The document outlines the regulatory framework and capital adequacy requirements applicable to these specific financial instruments. It serves as a direct implementation guideline for institutions managing MPF-related market risks.
SPM-NGL
Current
Issue Date:
16 Feb 2001
CA-S-5.pdf (1.2 MB)
Topic:
Capital Adequacy - Market Risk
Keyword:
Group:
All Authorized Institutions
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Version History
Superseded Document
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