2021-04-23

Added · Updated

Revised SPM Module CA-B-2: Systemically Important Banks

The Hong Kong Monetary Authority issues this statutory guideline to establish the methodology for identifying domestic and global systemically important banks and calibrating their higher loss absorbency capital requirements. The assessment framework evaluates institutions based on quantitative indicators of size, interconnectedness, substitutability, and complexity, supplemented by supervisory judgment. The policy mandates additional capital surcharges, intensive supervision, and enhanced disclosure requirements to mitigate the systemic risks posed by these designated banks.

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Hong Kong Monetary Authority

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