Regulatory Alerts2013-09-04
Added · Updated
Basel III Implementation - Frequently Asked Questions on Capital Treatment of Exposures to Counterparty Credit Risk and Central Counterparties
The Hong Kong Monetary Authority issued this document to provide guidance on the capital treatment of exposures to counterparty credit risk and central counterparties under the Basel III framework. It addresses specific regulatory inquiries regarding the implementation of capital adequacy requirements and Pillar 3 disclosure obligations for all authorized institutions. The guidance aims to ensure consistent application of the revised standards for measuring counterparty credit risk exposures within the Hong Kong banking sector.
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