2021-05-12

Added · Updated

Revised banking returns and disclosure templates for revised counterparty credit risk framework

The Hong Kong Monetary Authority issued this circular to implement the revised counterparty credit risk framework for all authorized institutions. The document mandates the use of updated banking returns and disclosure templates to ensure accurate capital adequacy reporting. These changes align local regulatory requirements with the Basel III standards for counterparty credit risk management.

Hong Kong Monetary Authority logo

Hong Kong

Hong Kong Monetary Authority

Click to view thumbnail

CIR

Current

Issue Date:

12 May 2021

20210512-1-EN.pdf (198.8 KB)

Topic:

Capital Adequacy - CCR

Group:

All Authorized Institutions

You may also be interested in

CPR

Archive

18 Jun 2012

Consultation on Basel III implementation

Annex: Consultation Paper on Implementation of Basel III capital standards in Hong Kong (C2) Proposed amendments to Banking (Capital) Rules for implementation of Basel III Counterparty Credit Risk Framework

CIR

Current

02 Mar 2018

Revised Return of Capital Adequacy Ratio (Form MA(BS)3) (“CAR Return”) and New Return of Leverage Ratio (Form MA(BS)27) (“LR Return”)

Annex 19: Revised CAR Return (Form MA(BS)3) - Completion instructions (CIs): Part IIIe (Central Counterparties)

CPR

Archive

18 Jun 2012

Consultation on Basel III implementation

Annex 2: Proposed modifications to Basel III CCR framework for implementation in Hong Kong