2014-04-16

Added · Updated

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

Hong Kong Monetary Authority

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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Superseded Document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Superseded Document

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