2021-06-03

Added · Updated

Implementation guidance on counterparty credit risk capital standard

The Hong Kong Monetary Authority issued this document to provide detailed interpretation of the Banking (Capital) Rules regarding counterparty credit risk. The enclosed Q&As integrate Basel Committee standards and industry feedback to clarify capital requirements for authorized institutions. These guidelines serve as supplementary explanatory material to facilitate consistent application of the rules without replacing the legal text.

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Hong Kong

Hong Kong Monetary Authority

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