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香港金融管理局
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e-Payment and Transfer
e-Wallets and Prepaid Cards
Credit Cards
Loans
Personal Credit
Mortgages
Premium Financing
General Banking Services
Account Opening and Maintenance
Autopay Services
Investment Services
Deposits
Beware of Fraudsters!
Don't Lend/Sell Your Account
Notes and Coins
2018 Series Hong Kong Banknotes
Coin Cart Schedule
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Barrier-free Bank Branches and ATMs
Hotlines of Banks & Stored Value Facility Licensees
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Quarterly Bulletin
Research
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Other Research Papers
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Guide to Hong Kong Monetary, Banking and Financial Terms
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Regulatory Resources
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Register of Securities Staff of AIs
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Key Functions
Money
Linked Exchange Rate System
Liquidity Facilities
Hong Kong Currency
Banking
Banking Regulatory and Supervisory Regime
Banking Legislation, Policies and Standards Implementation
Banking Conduct and Enforcement
Anti-Money Laundering and Counter-Financing of Terrorism
Resolution Regime
Smart Banking
Regulatory Guides
Fintech Knowledge Hub
HKMA – BIS Joint Conference
Green and Sustainable Banking Conference
International Financial Centre
Hong Kong as an International Financial Centre
Fintech
Bond Market Development
Financial Market Infrastructure
Stored Value Facilities and Retail Payment Systems
Stablecoin Issuers
Soft Infrastructure
International & Regional Financial Co-operation
Centre for Green and Sustainable Finance
HKMA Infrastructure Financing Facilitation Office
Cross-boundary Wealth Management Connect Scheme in the Guangdong-Hong Kong-Macao Greater Bay Area
Global Financial Leaders' Investment Summit
HKMA – BIS High-Level Conference
Hong Kong Green Week – Finance Stream
Reserves Management
History
Exchange Fund's Statutory Purposes and Investment Objectives
Investment Management
Investment Performance
Risk Management
Responsible Investment
Exchange Fund Statistics and Publications
About Us
The HKMA
Governance Structure
Advisory Committees
The Chief Executive's Committee
Organisation Chart
Internal Audit
Sustainable HKMA
The HKMA Information Centre
Exhibition Area
Library
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Join Us
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Interest Rate Risk Management
Notes:
Type of Regulatory Documents:
SPM = Supervisory Policy Manual, CIR = Circular, GLN = Guideline, COP = Code of Practice, EN = Explanatory Note, PN = Practice Note, AG = Additional Guidance
Reference of Regulatory Documents:
X-X-N / X-N = SPM Module Code, N.N / N.N.N = Guideline No.
Type
Title
Issue Date
Ref
CIR
BCBS recalibration of shocks for IRRBB (PDF File, 185.5 KB)
22 Jul 2024
CIR
Lessons drawn on the Banking Turmoil in the US and Europe (PDF File, 191.6 KB)
15 Dec 2023
CIR
Alternative Reference Rates: Interim Reporting Guidelines (PDF File, 451.4 KB)
30 Mar 2021
CIR
Interest Rate Risk in the Banking Book: Frequently Asked Questions (PDF File, 82.5 KB)
Encl. 1
IRRBB FAQ - Supervisory Policy - IRRBB (PDF File, 43.0 KB)
Encl. 2
IRRBB FAQ - Reporting Requirement - MA(BS)12A (Word File, 168.0 KB)
28 Nov 2019
CIR
Interest Rate Risk in the Banking Book (IRRBB): Local Implementation (PDF File, 80.9 KB)
Encl. 1
SPM IR-1 IRRBB (PDF File, 739.2 KB)
Encl. 2
Return of Interest Rate Risk in the Banking Book (Form MA(BS)12A) (PDF File, 573.7 KB)
Encl. 3
Return of Interest Rate Risk in the Banking Book (Supplementary Information) (Form MA(BS)12B) (PDF File, 275.7 KB)
Encl. 4
Revised Return of Interest Rate Risk Exposures (Form MA(BS)12) (PDF File, 429.3 KB)
Encl. 5
IRRBB FAQ (PDF File, 161.9 KB)
14 Dec 2018
SPM
Interest Rate Risk in the Banking Book (PDF File, 739.2 KB)
14 Dec 2018
IR-1
CIR
Interest Rate Risk in the Banking Book: Scope of Application (PDF File, 82.6 KB)
31 Aug 2018
CIR
Basel Committee – Interest Rate Risk in the Banking Book (PDF File, 67.0 KB)
28 Apr 2016
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Last revision date : 22 July 2024