2016-06-30

Added · Updated

Credit Risk Transfer Activities

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.

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Hong Kong

Hong Kong Monetary Authority

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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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