Regulatory Alerts2018-03-26
Added · Updated
Implementation guidance on securitization framework under Banking (Capital) Rules
The Hong Kong Monetary Authority issued this circular to provide implementation guidance on the securitization framework under the Banking (Capital) Rules. The document addresses capital adequacy requirements for credit risk associated with securitization exposures for locally incorporated authorized institutions. It serves as a reference for regulatory compliance alongside related codes and revised return forms.
CIR
Current
Issue Date:
26 Mar 2018
20180326-4-EN.pdf (101.8 KB)
Topic:
Capital Adequacy - Credit Risk (securitization exposures)
Group:
Locally Incorporated Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
Annex
Current
26 Mar 2018
Annex - Q&As on Part 7 of the Banking (Capital) Rules (BCR)
CIR
Current
31 Dec 2014
Implementation guidance on Banking (Capital) Rules and Banking (Disclosure) Rules
Annex
Current
26 Mar 2018
Annex - Q&As on Part 7 of the Banking (Capital) Rules (BCR)
CIR
Current
31 Dec 2014
Implementation guidance on Banking (Capital) Rules and Banking (Disclosure) Rules
Version History
Superseded Document
You may also be interested in
COP
Current
04 Jan 2019
Code of Practice – Banking (Securitization) Code
CPR
Archive
24 Apr 2018
Implementation of Revised Securitization Framework: Internal Assessment Approach (IAA)
Annex: Securitization Framework - Internal Assessment Approach
CIR
Current
11 Jul 2022
Revised Return of Capital Adequacy Ratio (Form MA(BS)3) (“CAR Return”)
Enclosure 9: Completion Instructions - MA(BS)3 (Part IIId)