2024-12-13
Added · Updated
The Hong Kong Monetary Authority issued this supplementary guidance to support the implementation of the Revised Credit Risk Framework under the Banking (Capital) Rules 2023. The document specifically addresses Chapter VI regarding securitization exposures, providing detailed instructions for authorized institutions on capital adequacy requirements. It serves as a critical reference for compliance with the updated regulatory standards for credit risk management in securitization activities.
CIR
Current
Issue Date:
13 Dec 2024
20241225-12-EN.pdf (475.6 KB)
Topic:
Capital Adequacy - Credit Risk (securitization exposures)
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
You may also be interested in
CPR
Archive
24 Apr 2018
Implementation of Revised Securitization Framework: Internal Assessment Approach (IAA)
Annex: Securitization Framework - Internal Assessment Approach
CIR
Current
26 Mar 2018
Implementation guidance on securitization framework under Banking (Capital) Rules
CIR
Current
11 Jul 2022
Revised Return of Capital Adequacy Ratio (Form MA(BS)3) (“CAR Return”)
Enclosure 9: Completion Instructions - MA(BS)3 (Part IIId)