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.
CIR
Current
Issue Date:
04 Sep 2013
20130904-1-EN.pdf (58.0 KB)
Topic:
Capital Adequacy - CCR
Disclosure - Pillar 3 requirements
Miscellaneous - BCBS
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
Annex
Current
04 Sep 2013
Annex - Frequently asked questions on capital treatment of exposures to counterparty credit risk and central counterparties
Annex
Current
04 Sep 2013
Annex - Frequently asked questions on capital treatment of exposures to counterparty credit risk and central counterparties
Cross referenced Document
Version History
Superseded Document
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