Regulatory Alerts2023-05-08
Added · Updated
Capital Adequacy - CCR: Capital Treatment of Participating Margins for Swap Connect
The Hong Kong Monetary Authority issued this circular on 8 May 2023 to specify the capital treatment for participating margins posted under the Swap Connect scheme. The document mandates that authorized institutions apply specific capital requirements to these margins to ensure regulatory consistency. This guidance directly addresses counterparty credit risk management for institutions participating in the Swap Connect framework.
CIR
Current
Issue Date:
08 May 2023
20230508-1-EN.pdf (240.6 KB)
Topic:
Capital Adequacy - CCR
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
Annex
Current
08 May 2023
Annex - Capital treatment of participating margins posted for the purposes of the Swap Connect
Annex
Current
08 May 2023
Annex - Capital treatment of participating margins posted for the purposes of the Swap Connect
Cross referenced Document
Version History
Superseded Document
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