Regulatory Alerts2024-12-13
Added · Updated
Banking (Capital)(Amendment) Rules 2023 - Supplementary Guidance on the Revised Credit Risk Framework
The Hong Kong Monetary Authority issues supplementary guidance to support the implementation of the Revised Credit Risk Framework under the Banking (Capital)(Amendment) Rules 2023. This document provides detailed instructions for Authorized Institutions on applying External Credit Assessment Institution ratings and utilizing the Standardized, Internal Ratings-Based, and Securitization approaches. It serves as a comprehensive reference for calculating capital adequacy requirements for credit risk exposures across various banking activities.
CIR
Current
Issue Date:
13 Dec 2024
20241225-8-EN.pdf (507.4 KB)
Topic:
Capital Adequacy - CCR
Capital Adequacy - Credit Risk (non-securitization exposures)
Capital Adequacy - Credit Risk (securitization exposures)
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
CIR
Current
13 Dec 2024
Banking (Capital)(Amendment) Rules 2023 - Supplementary Guidance on the Revised Credit Risk Framework
Annex
Current
13 Dec 2024
Enclosure - Chapter I - Introduction
Annex
Current
13 Dec 2024
Enclosure - Chapter III - STC approach
Annex
Archive
13 Dec 2024
Enclosure - Chapter IV - IRB approach
Annex
Current
13 Dec 2024
Enclosure - Chapter V - Counterparty credit risk
Annex
Current
13 Dec 2024
Enclosure - Chapter VI - Securitization
CIR
Current
13 Dec 2024
Banking (Capital)(Amendment) Rules 2023 - Supplementary Guidance on the Revised Credit Risk Framework
Annex
Current
13 Dec 2024
Enclosure - Chapter I - Introduction
Annex
Current
13 Dec 2024
Enclosure - Chapter III - STC approach
Annex
Archive
13 Dec 2024
Enclosure - Chapter IV - IRB approach
Annex
Current
13 Dec 2024
Enclosure - Chapter V - Counterparty credit risk
Annex
Current
13 Dec 2024
Enclosure - Chapter VI - Securitization
Cross referenced Document
Version History
Superseded Document
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