2014-04-16
Added · Updated
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.
CIR
Current
Issue Date:
16 Apr 2014
20140416-1-EN.pdf (88.2 KB)
Topic:
Capital Adequacy - CCR
Group:
Locally Incorporated Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
CIR
Current
10 Apr 2014
Implementation of new standardised approach for measuring counterparty credit risk exposures
Directly related Document
CIR
Current
10 Apr 2014
Implementation of new standardised approach for measuring counterparty credit risk exposures
Version History
Superseded Document
You may also be interested in
CPR
Archive
18 Jun 2012
Consultation on Basel III implementation
Annex: Consultation Paper on Implementation of Basel III capital standards in Hong Kong (C2) Proposed amendments to Banking (Capital) Rules for implementation of Basel III Counterparty Credit Risk Framework
CIR
Current
02 Mar 2018
Revised Return of Capital Adequacy Ratio (Form MA(BS)3) (“CAR Return”) and New Return of Leverage Ratio (Form MA(BS)27) (“LR Return”)
Annex 19: Revised CAR Return (Form MA(BS)3) - Completion instructions (CIs): Part IIIe (Central Counterparties)
CPR
Archive
18 Jun 2012
Consultation on Basel III implementation
Annex 2: Proposed modifications to Basel III CCR framework for implementation in Hong Kong