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 establishes the regulatory framework for calculating capital requirements related to exposures to counterparties and central counterparties. The guidance ensures consistent application of Basel III standards within the local banking sector.
CIR
Current
Issue Date:
03 Jun 2021
20210603-1-EN.pdf (534.1 KB)
Topic:
Capital Adequacy - CCR
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
Annex
Current
03 Jun 2021
Enclosure - Q&As on exposures to counterparty credit risk and central counterparties
CIR
Current
04 Sep 2013
Basel III implementation - Frequently Asked Questions ("FAQs")
Annex: Frequently asked questions on capital treatment of exposures to counterparty credit risk and central counterparties
Annex
Current
03 Jun 2021
Enclosure - Q&As on exposures to counterparty credit risk and central counterparties
CIR
Current
04 Sep 2013
Basel III implementation - Frequently Asked Questions ("FAQs")
Annex: Frequently asked questions on capital treatment of exposures to counterparty credit risk and central counterparties
Version History
Superseded Document
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