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The HKMA issued a letter on 11 November 2022 to consult the banking industry on proposed revisions to the SPM Module CA-B-1 on “Countercyclical Capital Buffer (CCyB) – Approach to its Implementation”

Annex (PDF File, 1.5 MB)

11 Nov 202223 Dec 2022
The HKMA issued a letter on 11 October 2022 to consult the banking industry on implementation of the revised market risk and CVA risk frameworks.

Letter to HKAB - Soft consultation on market and CVA risk (PDF File, 150.8 KB)
Letter to DTCA - Soft consultation on market and CVA risk (PDF File, 152.4 KB)
Annex 1 (PDF File, 1.7 MB)
Annex 2 (PDF File, 1.1 MB)
Annex 3 (PDF File, 1.6 MB)
Annex 4 (PDF File, 922.7 KB)

11 Oct 202212 Dec 2022
Last revision date : 11 November 2022