2019-01-11

Added · Updated

Code of Practice – Banking (Securitization) Code

The Hong Kong Monetary Authority issued this Code of Practice to establish standards for banking institutions regarding securitization exposures. It addresses capital adequacy requirements for credit risk associated with securitization under the Banking (Capital) Rules. The document serves as a regulatory guideline for locally incorporated authorized institutions to ensure compliance with the revised securitization framework.

Hong Kong Monetary Authority logo

Hong Kong

Hong Kong Monetary Authority

Click to view thumbnail

CIR

Current

Issue Date:

11 Jan 2019

20190111-1-EN.pdf (90.0 KB)

Topic:

Capital Adequacy - Credit Risk (securitization exposures)

Group:

Locally Incorporated Authorized Institutions

Directly related Document

Cross referenced Document

Version History

Superseded Document

Directly related Document

Directly related Document

Cross referenced Document

Version History

Superseded Document

You may also be interested in

CPR

Archive

24 Apr 2018

Implementation of Revised Securitization Framework: Internal Assessment Approach (IAA)

Annex: Securitization Framework - Internal Assessment Approach

CIR

Current

26 Mar 2018

Implementation guidance on securitization framework under Banking (Capital) Rules

CIR

Current

11 Jul 2022

Revised Return of Capital Adequacy Ratio (Form MA(BS)3) (“CAR Return”)

Enclosure 9: Completion Instructions - MA(BS)3 (Part IIId)