Regulatory Alerts2014-04-10
Added · Updated
Implementation of new standardised approach for measuring counterparty credit risk exposures
The Hong Kong Monetary Authority issued this circular to implement the new standardised approach for measuring counterparty credit risk exposures. This regulatory update aligns local capital adequacy requirements with the Basel III framework for authorized institutions. The document serves as the current operational guideline for calculating counterparty credit risk under the revised capital standards.
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