> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# HKMA support

export const productName = "Atoti FRTB";

The Hong Kong Monetary Authority (HKMA) has set out their requirements for FRTB in
**SPM MR-1 – Market Risk Capital Charge**,
published March 2024.
Full capital and disclosure requirements have been effective since January 2025.

{productName} contains a "HKMA" parameter set that configures the calculations to be compatible with SPM MR-1.
The parameter set is defined in the `configuration/HKMA` directory.

## Differences With BCBS

* The reporting currency is set to Hong Kong Dollar (HKD).

* For the FX risk-class, the risk-weight for the USD/HKD currency pair is set to 1.3% (MR-1 3.4.42)