Regulatory Alerts2025-07-21
Added · Updated
Chapter IV of Supplementary Guidance on the Revised Credit Risk Framework
The regulator issued Chapter IV of the Supplementary Guidance on the Revised Credit Risk Framework to address capital adequacy and credit risk management for non-securitization exposures. This document applies to all Authorized Institutions and directly relates to the revised Supervisory Policy Manual module CA-G-4 concerning the validation of risk rating systems under the Internal Ratings-Based approach. The guidance establishes the regulatory requirements for implementing the IRB approach within the revised credit risk framework.
CIR
Current
Issue Date:
21 Jul 2025
20250720-1-EN.pdf (332.5 KB)
Topic:
Capital Adequacy - Credit Risk (non-securitization exposures)
Credit Risk Management - Others
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
Annex
Current
21 Jul 2025
Enclosure - Chapter IV - IRB approach
CIR
Current
18 Jul 2025
Supervisory Policy Manual (SPM): Revised module CA-G-4 on “Validating Risk Rating Systems under the IRB approach”
SPM-SGL
Current
18 Jul 2025
CA-G-4 Validating Risk Rating Systems under the IRB Approach
Annex
Current
21 Jul 2025
Enclosure - Chapter IV - IRB approach
CIR
Current
18 Jul 2025
Supervisory Policy Manual (SPM): Revised module CA-G-4 on “Validating Risk Rating Systems under the IRB approach”
SPM-SGL
Current
18 Jul 2025
CA-G-4 Validating Risk Rating Systems under the IRB Approach
Version History
Superseded Document
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