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.
CIR
Current
Issue Date:
10 Apr 2014
20140410-1-EN.pdf (85.9 KB)
Topic:
Capital Adequacy - CCR
Miscellaneous - BCBS
Group:
Locally Incorporated Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
Directly related Document
Cross referenced Document
Version History
Superseded Document
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