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.
CIR
Current
Issue Date:
08 May 2023
20230508-2-EN.pdf (302.0 KB)
Topic:
Capital Adequacy - CCR
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
CIR
Current
08 May 2023
Regulatory Capital Treatments in relation to Swap Connect
CIR
Current
08 May 2023
Regulatory Capital Treatments in relation to Swap Connect
Cross referenced Document
Version History
Superseded Document
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