2021-06-04

Added · Updated

Revised Banking Returns and Disclosure Templates for Revised Counterparty Credit Risk Framework

The Hong Kong Monetary Authority issued this circular on 4 June 2021 to provide revised banking returns and disclosure templates for the implementation of the revised counterparty credit risk framework. The document specifically includes Enclosure 5, which contains standard disclosure templates and tables for the revised Pillar 3 Framework Phase I and II, along with explanatory notes. These updates are directed at all authorized institutions to ensure compliance with the updated regulatory requirements for counterparty credit risk.

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Hong Kong

Hong Kong Monetary Authority

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CIR

Current

Issue Date:

04 Jun 2021

20210604-6-EN.docx (111.5 KB)

Topic:

Disclosure - Pillar 3 requirements

Group:

All Authorized Institutions

Directly related Document

Cross referenced Document

Version History

Superseded Document

Directly related Document

CIR

Current

04 Jun 2021

Revised banking returns and disclosure templates/tables for implementation of revised counterparty credit risk framework, etc.

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

CIR

Current

04 Jun 2021

Revised banking returns and disclosure templates/tables for implementation of revised counterparty credit risk framework, etc.

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

Cross referenced Document

Version History

Superseded Document

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