2024-02-20

Added · Updated

Banking (Capital) (Amendment) Rules 2023 - Questions and Answers

The Hong Kong Monetary Authority issued these Questions and Answers to provide guidance on the implementation of the Basel III final reform package, specifically regarding credit risk and the output floor. The document clarifies regulatory capital treatments for non-securitization exposures and addresses specific topics such as IPO financing and Swap Connect. It serves as a supplementary resource for all Authorized Institutions to ensure compliance with the revised credit risk framework and output floor requirements.

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Hong Kong

Hong Kong Monetary Authority

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CIR

Current

Issue Date:

20 Feb 2024

20240220-8-EN.pdf (162.8 KB)

Topic:

Capital Adequacy - Credit Risk (non-securitization exposures)

Group:

All Authorized Institutions

Directly related Document

Cross referenced Document

Version History

Superseded Document

Directly related Document

Annex

Current

20 Feb 2024

Enclosure - Q&As on IPO financing and Swap Connect

CPR

Archive

31 May 2023

Implementation of Basel III final reform package — credit risk and output floor

Annex 1: Proposed Amendments to Banking (Capital) Rules for Implementation of Revised Credit Risk Framework and Output Floor

CIR

Current

08 May 2023

Regulatory Capital Treatments in relation to Swap Connect

Annex: Capital treatment of participating margins posted for the purposes of the Swap Connect

Annex

Current

20 Feb 2024

Enclosure - Q&As on IPO financing and Swap Connect

CPR

Archive

31 May 2023

Implementation of Basel III final reform package — credit risk and output floor

Annex 1: Proposed Amendments to Banking (Capital) Rules for Implementation of Revised Credit Risk Framework and Output Floor

CIR

Current

08 May 2023

Regulatory Capital Treatments in relation to Swap Connect

Annex: Capital treatment of participating margins posted for the purposes of the Swap Connect

Version History

Superseded Document

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