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CIR

現時生效

利率風險管理

附件2: 使用習性模型計量銀行帳內的利率風險的良好做法（只備英文版本）

Issue Date:

12 Feb 2025

20250226-3-TC.pdf (658.6 KB)

Topic:

利率風險管理

Keyword:

Group: 所有認可機構

Directly related Document
Cross referenced Document
Version History
Superseded Document

Directly related Document

CIR

現時生效

12 Feb 2025

利率風險管理（只備英文版本）
Annex

現時生效

12 Feb 2025

附件1 - 就持至到期的債務證券的未實現虧損計算經調整資本充足比率的指引（只備英文版本）

CIR

現時生效

12 Feb 2025

利率風險管理（只備英文版本）
Annex

現時生效

12 Feb 2025

附件1 - 就持至到期的債務證券的未實現虧損計算經調整資本充足比率的指引（只備英文版本）

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Version History

Superseded Document

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CA-G-1 本地註冊認可機構資本充足制度概覽

AML & CFT
- AML/CFT Controls
- Financial Sanctions
- Tax Matters Related
- Others
Authorization
- Digital Banking
- Guide to Authorization
- Mergers/Takeovers/Restructuring
- Minimum Criteria for Authorization
- Money Brokers
- Three-tier Banking System
- Others
Banking Conduct & Enforcement
- Account Opening/Maintenance
- Bank Culture
- Code of Banking Practice
- Complaints
- Consumer Protection
- Credit Data Sharing
- Enforcement/Discipline
- Financial Inclusion
- Others
Business Continuity Planning
Capacity Building
- Enhanced competency framework
- Others
Capital Adequacy
- Capital Base
- Capital Buffers
- CCR
- Credit Risk (non-securitization exposures)
- Credit Risk (securitization exposures)
- Market Risk
- Operational Risk
- Pillar 2
- SIBs
- Sovereign Concentration Risk
- Others
Consolidated Supervision
Corporate Governance
- Board Directorship
- Code of conduct
- Remuneration
- Others
Credit Risk Management
- CCR
- Corporate credit risk management
- Credit risk transfer/Mitigation
- Loan classification/Provisioning
- Property mortgage lending
- Retail credit risk management
- Others
Disclosure
- Pillar 3 requirements
- Others
Fintech
- Commercial data interchange
- Fintech supervisory sandbox
- Open API
- Regtech
- Smart Banking
- Suptech
- Virtual assets
- Others
Green & Sustainable Banking
- Climate risk management
- Sustainability reporting standards
- Others
Interest Rate Risk Management
Internal Controls
- Compliance function
- Insourcing/Outsourcing
- Internal audit function
- Risk management function
- Others
Large Exposures & Risk Concentrations
- Connected parties
- HKMCI-related exposures
- Limits on credit exposures
- Others
Leverage Ratio
Liquidity Risk Management
- Liquidity facilities
- Sound LRM framework
- Statutory liquidity requirements
- Others
Mainland Activities
Market Risk Management
- Algorithmic trading
- Foreign exchange
- Others
Miscellaneous
- BCBS
- Covid-19 challenges
- Deposit protection
- FSB
- SFC/IA/MPFA
- Others
Operational Risk Management
- Commercial Crime Bureau
- Fraud risk management
- Operational and IT incident watch
- Others
OTC Derivatives
- Clearing
- Margining/Risk-mitigation
- Reporting
- Trading
- Others
Recovery planning
Renminbi
Resolution
- Resolution execution
- Resolution framework
- Resolution planning
- Resolution standards
Strategic & Reputation Risk Management
Supervisory Approach
Technology Risk Management
- Cybersecurity
- E-banking
- Fraud risk management
- Others
Treasury market
- Reform of interest rate benchmarks
- Others
Trust Business
Wealth Management & MPF
- Insurance products
- MPF products
- Securities/investment products
- Others