2014-04-16

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Issuance and implementation of a final standard for the capital treatment of bank exposures to central counterparties

The Hong Kong Monetary Authority issued this circular on April 16, 2014, to implement the final standard for the capital treatment of bank exposures to central counterparties. This regulatory instrument establishes the specific capital adequacy requirements for locally incorporated authorized institutions regarding counterparty credit risk. The document serves as the definitive guidance for applying the Basel III counterparty credit risk framework within the Hong Kong banking sector.

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Hong Kong Monetary Authority

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