Regulatory Alerts2015-09-25
Added · Updated
Supervisory Policy Manual CA-B-3: Countercyclical Capital Buffer Geographic Allocation of Private Sector Credit Exposures
The Hong Kong Monetary Authority issued Supervisory Policy Manual CA-B-3 to provide statutory guidance on determining the geographic allocation of private sector credit exposures for the Countercyclical Capital Buffer. Authorized Institutions must calculate their AI-specific CCyB ratio by allocating non-bank private sector credit exposures and corresponding risk-weighted amounts to jurisdictions on an ultimate risk basis. The manual details specific methodologies for aggregating risk-weighted amounts in both banking and trading books to ensure accurate jurisdictional weighting.
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