2016-06-30
Added · Updated
The Hong Kong Monetary Authority issued this document to provide guidance on credit risk transfer and mitigation activities for all authorized institutions. The regulatory framework addresses capital adequacy requirements specifically concerning credit risk, with a focus on securitization exposures. This guidance ensures that institutions properly manage and mitigate credit risks in compliance with the Banking (Capital) Rules.
SPM-NGL
Current
Issue Date:
30 Jun 2016
CR-G-12.pdf (551.1 KB)
Topic:
Capital Adequacy - Credit Risk (securitization exposures)
Credit Risk Management - Credit risk transfer/Mitigation
Keyword:
Group:
All Authorized Institutions
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