2020-09-11

Added · Updated

Non-centrally Cleared OTC Derivatives Transactions - Margin and Other Risk Mitigation Standards

The Hong Kong Monetary Authority issued Supervisory Policy Manual CR-G-14 to establish margin and risk mitigation standards for non-centrally cleared over-the-counter derivatives transactions. The policy mandates that all authorized institutions implement robust frameworks to manage counterparty credit risk associated with these financial instruments. These requirements ensure that institutions maintain adequate collateral and adhere to standardized procedures for the exchange of margin payments.

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Hong Kong Monetary Authority

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SPM-SGL

Current

Issue Date:

11 Sep 2020

CR-G-14.pdf (1.1 MB)

Topic:

OTC Derivatives - Margining/Risk-mitigation

Keyword:

Group:

All Authorized Institutions

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Cross referenced Document

Version History

Superseded Document

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