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https://www.timothyloh.com/insights/latest-news/bcbs-recalibration-of-shocks-for-irrbb-20240722
BCBS recalibration of shocks for IRRBB - Timothy Loh LLP
On 22 Jul 2024, the HKMA announced the BCBS’s recalibration of IRRBB interest rate shocks, featuring expanded calibration timeframes, local currency shock...
bcbsrecalibrationshocksirrbbtimothy
