Hong Kong Monetary Authority (HKMA)
HKMA preparing prescriptive climate stress test for 2023
Regulator plans granular scenario specifications, considers Pillar 2 capital measures
FSB: third of climate stress tests not tackling physical risk
Six jurisdictions conducted exercises only for transition risk
HKD de-peg bets gather steam
Options struck outside permitted band grew this year, with some dealers recycling flows via structured products
UK offers six-month margin reprieve for China netting sweep
Transition period falls short of Isda’s 18-month request, Hong Kong mulls similar relief
Hong Kong banks await guidance on IRRBB for risk-free rates
HKMA will steer how historical volatility data can be used for valuing new options contracts
Hong Kong plots Honia-linked floater debut
Central bank hopes floating rate note sale will kick-start new debt market linked to risk-free rate
Asia risks falling behind on Libor transition, sources say
Regulators urged to take a more active role in steering buy-side firms to new benchmarks
Six countries slash countercyclical buffers
Sweden reduces its buffer the most, to zero from 2.5%
Banks step up stress-testing of Hong Kong dollar peg risk
Flurry of forex options trades makes banks re-evaluate exposures
Asia lenders usher in year of the virtual bank
The surge in online banking is informing risk technologies in traditional banks
G-Sibs eye simpler market risk calculations in Hong Kong
HKMA may need to ease rules on NMRFs to incentivise use of internal models
HK-China blockchain link tipped to boost trade finance
HSBC, StanChart and Bank of China welcome Hong Kong and China trade finance tie-up
Hong Kong eyes SOFR solution for term fixing
New ‘proxy’ Honia could help change discount rate from Hibor to OIS for local swaps, says HKEX
Global banks fear Hong Kong frontrunning FRTB
Local subsidiaries of EU and US banks may be forced to adopt models before their parents
Hong Kong seeks European equivalence for Hibor and Honia
For the territory’s crucial renminbi fixings, however, no path to approval has yet been decided
HKMA unveils measures to combat climate change risks
HKMA will be government’s representative in a potential HK$100 billion green bond offering
Dealers warn Asia: get ready now for 2020 IM deadline
Firms preparing to post margin in September 2020 need to complete systems by March 2019
Regulator of the year: HKMA
Asia Risk Awards 2018
Hosting the world: HKMA on cross-border bank resolution
Hong Kong regulator supports 75% internal TLAC to boost international co-operation
Hong Kong banks fear clashing swaps margin rules
SFC proposal could complicate trades with HKMA-regulated entities and centralised treasuries
EU close to granting swaps-trading equivalence to Singapore
Planned MAS trading obligation would otherwise seal off local traders from global liquidity
Hong Kong prepares boost to equity derivatives booking
Proposed revamp of large exposure limits would allow netting to reduce capital charges
Hong Kong may front-run China TLAC requirements
Chinese G-Sibs could be forced to issue in Hong Kong before group TLAC requirements apply
HKMA offers fast-track model vetting in swaps hub pitch
Streamlined process could take just six months, says official