Regulatory Alerts2025-11-27
Added · Updated
Cryptoassets Standard: SPM Modules, Code of Practice, Disclosure Templates and Tables, and Banking Returns - Annex 2(i): SPM: MR-2 CVA Risk Capital Charge
The Hong Kong Monetary Authority issued this circular to specify the CVA risk capital charge requirements under the Standardized Approach for Market Risk. It mandates that all authorized institutions calculate their Capital Adequacy ratios in accordance with the detailed provisions outlined in Annex 2(i). This regulatory update ensures consistent application of market risk standards for institutions holding cryptoassets and other relevant exposures.