Regulatory Alerts2022-07-11
Added · Updated
Capital Adequacy - Credit Risk (Securitization Exposures) for Locally Incorporated Authorized Institutions
The Hong Kong Monetary Authority issued this circular on July 11, 2022, to provide guidance on capital adequacy requirements for credit risk associated with securitization exposures. The document specifically targets locally incorporated authorized institutions and outlines the regulatory expectations for calculating capital charges under the Banking (Capital) Rules. It serves as a key reference for institutions managing securitization portfolios to ensure compliance with current capital adequacy standards.