Regulatory Alerts2019-07-12
Added · Updated
Basel Standards – Leverage ratio treatment of client cleared derivatives and Revisions to leverage ratio disclosure requirements
The Hong Kong Monetary Authority informs authorized institutions of the Basel Committee on Banking Supervision's new leverage ratio standards for client-cleared derivatives and disclosure requirements. These revisions align derivative margin treatments with the standardized approach to counterparty credit risk and mandate daily average leverage disclosures to prevent window-dressing. The measures are scheduled to take effect on 1 January 2022, with the HKMA recommending that institutions begin preparing for implementation now.
More like this from HKMA
HKMA published 11 documents in the last 30 days. We email you each new one the day it's published.
Topics
Share