Regulatory Alerts2021-06-04
Added · Updated
Revised banking returns and disclosure templates for counterparty credit risk framework
The Hong Kong Monetary Authority issued this circular on 4 June 2021 to implement the revised counterparty credit risk framework for all authorized institutions. The document provides updated completion instructions and standard disclosure templates for the Return of Stable Funding Position, Return of Leverage Ratio, Return of Large Exposures, and the Revised Pillar 3 Framework. These revisions ensure regulatory reporting aligns with the latest capital adequacy and risk concentration standards.
CIR
Current
Issue Date:
04 Jun 2021
20210604-1-EN.pdf (474.3 KB)
Topic:
Capital Adequacy - CCR
Large Exposures & Risk Concentrations - Others
Leverage Ratio
Leverage Ratio
Liquidity Risk Management - Statutory liquidity requirements
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
Annex
Current
04 Jun 2021
Enclosure 1 - Completion Instructions - Return of Stable Funding Position of an Authorized Institution
Annex
Current
04 Jun 2021
Enclosure 2 - Return of Leverage Ratio
Annex
Current
04 Jun 2021
Enclosure 3 - Completion Instructions - Return of Leverage Ratio
Annex
Current
04 Jun 2021
Enclosure 4 - Completion Instructions - Return of Large Exposures
Annex
Current
04 Jun 2021
Enclosure 5 - Standard Disclosure Templates and Tables for Revised Pillar 3 Framework – Phase I & II (with Explanatory Notes) (revised templates updated on 4 June 2021)
Annex
Current
04 Jun 2021
Enclosure 1 - Completion Instructions - Return of Stable Funding Position of an Authorized Institution
Annex
Current
04 Jun 2021
Enclosure 2 - Return of Leverage Ratio
Annex
Current
04 Jun 2021
Enclosure 3 - Completion Instructions - Return of Leverage Ratio
Annex
Current
04 Jun 2021
Enclosure 4 - Completion Instructions - Return of Large Exposures
Annex
Current
04 Jun 2021
Enclosure 5 - Standard Disclosure Templates and Tables for Revised Pillar 3 Framework – Phase I & II (with Explanatory Notes) (revised templates updated on 4 June 2021)
Cross referenced Document
Version History
Superseded Document
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