Regulatory Alerts2020-07-14
Added · Updated
Revised BCBS Credit Valuation Adjustment (CVA) Risk Framework
The Hong Kong Monetary Authority issued this circular to implement the revised Basel Committee on Banking Supervision framework for Credit Valuation Adjustment risk. The document mandates that locally incorporated authorized institutions adhere to updated capital adequacy standards for market risk. This regulatory update aligns Hong Kong's supervisory actions with international Basel III requirements.
CIR
Current
Issue Date:
14 Jul 2020
20200714-1-EN.pdf (443.1 KB)
Topic:
Capital Adequacy - Market Risk
Group:
Locally Incorporated Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
CIR
Current
30 Mar 2020
Deferral of Basel III implementation and HKMA’s supervisory actions in response to Covid-19
Directly related Document
CIR
Current
30 Mar 2020
Deferral of Basel III implementation and HKMA’s supervisory actions in response to Covid-19
Version History
Superseded Document
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