Regulatory Alerts2023-05-08
Added · Updated
Regulatory Capital Treatments in relation to Swap Connect
The Hong Kong Monetary Authority issued this Circular on 8 May 2023 to outline the regulatory capital treatments applicable to Swap Connect. The document specifically addresses the capital treatment of participating margins posted for the purposes of the Swap Connect framework. It serves as a directive for all Authorized Institutions regarding Counterparty Credit Risk capital adequacy requirements.
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