Regulatory Alerts2024-12-13
Added · Updated
Banking (Capital)(Amendment) Rules 2023 - Supplementary Guidance on the Revised Credit Risk Framework
The Hong Kong Monetary Authority issued this supplementary guidance to support the implementation of the Banking (Capital)(Amendment) Rules 2023 regarding the revised credit risk framework. The document specifically details the requirements for Counterparty Credit Risk (CCR) as outlined in Chapter V of the regulatory enclosures. It provides essential technical standards and operational instructions for authorized institutions to ensure compliance with updated capital adequacy ratios and risk mitigation standards.
CIR
Current
Issue Date:
13 Dec 2024
20241225-11-EN.pdf (1.0 MB)
Topic:
Capital Adequacy - CCR
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Superseded Document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 II - Use of ECAI ratings for the purposes of the Banking (Capital) Rules (BCR)
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 VI - Securitization
SPM-SGL
Current
11 Sep 2020
CR-G-14 Non-centrally Cleared OTC Derivatives Transactions - Margin and Other Risk Mitigation Standards
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 II - Use of ECAI ratings for the purposes of the Banking (Capital) Rules (BCR)
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 VI - Securitization
SPM-SGL
Current
11 Sep 2020
CR-G-14 Non-centrally Cleared OTC Derivatives Transactions - Margin and Other Risk Mitigation Standards
Version History
Superseded Document
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