2012-02-21

Added · Updated

Basel Guidance on High-cost Credit Protection

The Basel Committee on Banking Supervision issued guidance on 21 February 2012 regarding high-cost credit protection. This document addresses capital adequacy and credit risk management for both securitization and non-securitization exposures. It provides regulatory expectations for authorized institutions managing credit risk transfer and mitigation activities.

Hong Kong Monetary Authority logo

Hong Kong

Hong Kong Monetary Authority

Click to view thumbnail

CIR

Current

Issue Date:

21 Feb 2012

20120221-4-EN.pdf (72.9 KB)

Topic:

Capital Adequacy - Credit Risk (non-securitization exposures)

Capital Adequacy - Credit Risk (securitization exposures)

Credit Risk Management - Credit risk transfer/Mitigation

Miscellaneous - BCBS

Group:

Locally Incorporated Authorized Institutions

Directly related Document

Cross referenced Document

Version History

Superseded Document

Directly related Document

CIR

Current

21 Feb 2012

Basel Guidance on High-cost Credit Protection

CIR

Current

21 Feb 2012

Basel Guidance on High-cost Credit Protection

Cross referenced Document

Version History

Superseded Document

You may also be interested in

CPR

Archive

20 Jan 2017

Consultation on Implementation of Revised Securitisation Framework

Enclosure: Revised Securitisation Framework

CIR

Archive

17 Dec 2014

Basel Capital Framework - Revisions to the Securitisation Framework

SPM-NGL

Current

30 Jun 2016

CR-G-12 Credit risk transfer activities