Regulatory Alerts2020-11-30
Added · Updated
Capital treatment of securitisations of non-performing loans
The Hong Kong Monetary Authority issued this circular to establish the capital treatment for securitizations of non-performing loans. The document addresses capital adequacy requirements for credit risk and provides guidance on loan classification and provisioning for locally incorporated authorized institutions. It serves as a regulatory update to align prudential standards with the specific risks associated with problem asset securitizations.
CIR
Current
Issue Date:
30 Nov 2020
20201130-1-EN.pdf (171.9 KB)
Topic:
Capital Adequacy - Credit Risk (securitization exposures)
Credit Risk Management - Loan classification/Provisioning
Group:
Locally Incorporated Authorized Institutions
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Cross referenced Document
Version History
Superseded Document
Directly related Document
Directly related Document
Cross referenced Document
Version History
Superseded Document
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