HKMA's key responses on the soft consultation on market and CVA risk
May 2023
On 11 May 2023, the Hong Kong Monetary Authority (HKMA) provided responses to the comments from the Hong Kong Association of Banks on the HKMA’s proposed amendments to the Banking (Capital) Rules for the implementation of the revised market risk and CVA risk frameworks and the related two new Supervisory Policy Manual modules (SPMs) MR-1 and MR-2. It sheds light for the industry to get ready for the new regulatory changes.
Find out more about the key highlights of this regulatory update and our take on how to prepare for the new regulatory changes.
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