2024-02-20
Added · Updated
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.
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Superseded Document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Superseded Document
You may also be interested in
CPR
Archive
04 Sep 2025
Cryptoassets standard and other miscellaneous amendments: consultation on revised completion instructions Annex : MA(BS)3 Part IIIb – Annex B
CPR
Archive
04 Sep 2025
Cryptoassets standard and other miscellaneous amendments: consultation on revised completion instructions Annex : MA(BS)3 Part IIIa and IIIb - Annex A
CPR
Archive
04 Sep 2025
Cryptoassets standard and other miscellaneous amendments: consultation on revised completion instructions Annex : MA(BS)3 Part IIIa and IIIb - Annex B