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.
CIR
Current
Issue Date:
03 Jun 2021
20210603-2-EN.pdf (1.2 MB)
Topic:
Capital Adequacy - CCR
Keyword:
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
CIR
Current
03 Jun 2021
Implementation guidance on counterparty credit risk capital standard
CIR
Current
03 Jun 2021
Implementation guidance on counterparty credit risk capital standard
Cross referenced Document
Version History
Superseded Document
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