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IRRBB: consultation on revised SPM IR-1

Enclosure 3: MA(BS)12A Completion Instructions

The HKMA issued a letter on 3 Nov 2025 to consult the banking industry on proposed revisions to the SPM module IR-1 “Interest Rate Risk in the Banking Book” and completion instructions of related returns.

Issue Date:

03 Nov 2025

Consultation Status:

CLOSED

Consultation Open Date:

03 Nov 2025

Consultation Close Date:

01 Dec 2025

20251024-5-EN.pdf (270.1 KB)

Topic:

Interest Rate Risk Management

Group: Specific

Directly related Document
Cross referenced Document
Version History
Superseded Document

Directly related Document

IRRBB: consultation on revised SPM IR-1
Annex

Archive

03 Nov 2025

Enclosure 1 - SPM module IR-1 Interest Rate Risk in the Banking Book
Annex

Archive

03 Nov 2025

Enclosure 2 - MA(BS)12 Completion Instructions
Annex

Archive

03 Nov 2025

Enclosure 4 - MA(BS)12B Completion Instructions

IRRBB: consultation on revised SPM IR-1
Annex

Archive

03 Nov 2025

Enclosure 1 - SPM module IR-1 Interest Rate Risk in the Banking Book
Annex

Archive

03 Nov 2025

Enclosure 2 - MA(BS)12 Completion Instructions
Annex

Archive

03 Nov 2025

Enclosure 4 - MA(BS)12B Completion Instructions

Cross referenced Document

Version History

Superseded Document

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IR-1 Interest Rate Risk Management

AML & CFT
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Authorization
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Banking Conduct & Enforcement
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Fintech
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Interest Rate Risk Management
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Large Exposures & Risk Concentrations
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Leverage Ratio
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