2019-03-21
Added · Updated
The document specifies revised disclosure templates and tables for Pillar 3 reporting, incorporating changes to expected credit loss accounting provisions and the securitization framework. It mandates the use of specific formats, such as Template LI1 and Table OVA, for Authorized Institutions (AIs) incorporated in Hong Kong to report risk management objectives, policies, and Risk-Weighted Assets (RWA). The revisions require AIs to disclose qualitative information on risk governance and quantitative data on credit, counterparty, and market risk exposures using defined templates like CR5, CCR3, and OV1.
More like this from HKMA
HKMA published 11 documents in the last 30 days. We email you each new one the day it's published.