2022-07-11

Added 2026-06-21 · Updated 2026-07-10

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.

Hong Kong

Hong Kong Monetary Authority

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CIR

Current

Issue Date:

11 Jul 2022

20220711-10-EN.pdf (494.4 KB)

Topic:

Capital Adequacy - Credit Risk (securitization exposures)

Group:

Locally Incorporated Authorized Institutions

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