Regulatory Alerts2013-09-04
Added · Updated
Basel III Implementation FAQs: Capital Treatment of Exposures to Counterparty Credit Risk and Central Counterparties
The Hong Kong Monetary Authority issued this circular to provide implementation guidance on the capital treatment of exposures to counterparty credit risk and central counterparties under the Basel III framework. The document addresses specific regulatory questions regarding the calculation of capital requirements and risk-weighted assets for financial institutions. It serves as a clarifying annex to the broader Basel III implementation FAQs for all authorized institutions.
CIR
Current
Issue Date:
04 Sep 2013
20130904-2-EN.pdf (99.2 KB)
Topic:
Capital Adequacy - CCR
Disclosure - Pillar 3 requirements
Miscellaneous - BCBS
Keyword:
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
CIR
Current
04 Sep 2013
Basel III implementation - Frequently Asked Questions ("FAQs")
CIR
Current
04 Sep 2013
Basel III implementation - Frequently Asked Questions ("FAQs")
Cross referenced Document
Version History
Superseded Document
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Enclosure: Q&As on exposures to counterparty credit risk and central counterparties