Risk management guidelines for derivatives

Annex A: Risk Management Guidelines for Derivatives issued by Hong Kong Monetary Authority

Topic:

Credit Risk Management - CCR

Market Risk Management - Others

Miscellaneous - BCBS

Keyword: Board of Directors Senior management/72B managers Systems/controls Policies/procedures Risk appetite/limits + Risk measurement Incentive systems Specialized/Board committees Contingency planning Management information system Stress-testing Internal auditors Operational risk -

Group: All Authorized Institutions