Regulatory Alerts2021-10-22
Added · Updated
Credit Risk Management of Share Margin Financing
The Hong Kong Monetary Authority removes the requirement for Authorized Institutions to set maximum loan-to-value ratios for share collateral in line with prescriptive market norms. This policy update acknowledges the operational challenges of integrating local norms into global risk management frameworks while maintaining strict prudential standards. Authorized Institutions must continue to set prudent ratios based on their specific risk appetite and expertise, subject to enhanced supervisory surveillance.
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