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Consultation on Implementation of Interest Rate Risk in the Banking Book (IRRBB)

Enclosure 3: Draft return of “MA(BS)12 – Interest Rate Risk Exposures”

The HKMA issued a letter dated 22 June 2017 to consult the banking industry on implementation of the Interest Rate Risk in the Banking Book (IRRBB). The consultation is scheduled to close on 11 August 2017.

Issue Date:

22 Jun 2017

Consultation Status:

CLOSED

Consultation Open Date:

22 Jun 2017

Consultation Close Date:

11 Aug 2017

20170622-5-EN.pdf (2.6 MB)

Topic:

Interest Rate Risk Management

Miscellaneous - BCBS

Group: Specific

Directly related Document
Cross referenced Document
Version History
Superseded Document

Directly related Document

Consultation on Implementation of Interest Rate Risk in the Banking Book (IRRBB)
Annex

Archive

22 Jun 2017

Enclosure 1 - Consultation on Implementation of Interest Rate Risk in the Banking Book (IRRBB) Standards
Annex

Archive

22 Jun 2017

Enclosure 2 - Draft Supervisory Policy Manual module IR-1 “Interest Rate Risk in the Banking Book”
Annex

Archive

22 Jun 2017

Enclosure 4 - Draft return of “MA(BS)12i – Interest Rate Risk Exposures (Supplementary Information)”

Consultation on Implementation of Interest Rate Risk in the Banking Book (IRRBB)
Annex

Archive

22 Jun 2017

Enclosure 1 - Consultation on Implementation of Interest Rate Risk in the Banking Book (IRRBB) Standards
Annex

Archive

22 Jun 2017

Enclosure 2 - Draft Supervisory Policy Manual module IR-1 “Interest Rate Risk in the Banking Book”
Annex

Archive

22 Jun 2017

Enclosure 4 - Draft return of “MA(BS)12i – Interest Rate Risk Exposures (Supplementary Information)”

Cross referenced Document

Version History

Superseded Document

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