Regulatory Alerts2021-06-03
Added · Updated
Implementation guidance on counterparty credit risk capital standard
The Hong Kong Monetary Authority issued this document to provide implementation guidance on the counterparty credit risk capital standard for all authorized institutions. It includes an enclosure of questions and answers addressing the capital treatment of exposures to counterparty credit risk and central counterparties. The guidance clarifies regulatory requirements to ensure consistent application of capital adequacy rules within the local banking sector.
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