Regulatory Alerts2024-08-13
Added · Updated
Q&As on Market Risk and CVA Risk
The regulator issued this document to provide clarifications on market risk and credit valuation adjustment (CVA) risk capital requirements. It addresses specific technical questions regarding the application of capital adequacy standards for locally incorporated authorized institutions. The guidance aims to ensure consistent interpretation and implementation of market risk frameworks.
CIR
Current
Issue Date:
13 Aug 2024
20241024-1-EN.pdf (222.6 KB)
Topic:
Capital Adequacy - Market Risk
Group:
Locally Incorporated Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
Annex
Current
13 Aug 2024
Enclosure - Q&As on Market Risk and CVA Risk
Annex
Current
13 Aug 2024
Enclosure - Q&As on Market Risk and CVA Risk
Cross referenced Document
Version History
Superseded Document
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