Regulatory Alerts2025-07-18
Added · Updated
Supervisory Policy Manual Module CA-G-4: Validating Risk Rating Systems under the IRB Approach
The Hong Kong Monetary Authority issued this revised Supervisory Policy Manual module to establish updated standards for Authorized Institutions validating risk rating systems under the Internal Ratings-Based approach. The document outlines specific requirements for the governance, methodology, and ongoing monitoring of risk rating models to ensure they remain accurate and reliable for credit risk capital calculations. It serves as a direct regulatory reference for compliance with capital adequacy rules concerning non-securitization credit exposures.
CIR
Current
Issue Date:
18 Jul 2025
20250718-1-EN.pdf (175.5 KB)
Topic:
Capital Adequacy - Credit Risk (non-securitization exposures)
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
SPM-SGL
Current
18 Jul 2025
CA-G-4 Validating Risk Rating Systems under the IRB Approach
CIR
Archive
17 May 2018
Supervisory Policy Manual (SPM): Revised module CA-G-4 "Validating Risk Rating Systems under the IRB Approach"
SPM-SGL
Current
18 Jul 2025
CA-G-4 Validating Risk Rating Systems under the IRB Approach
Cross referenced Document
Version History
CIR
Archive
17 May 2018
Supervisory Policy Manual (SPM): Revised module CA-G-4 "Validating Risk Rating Systems under the IRB Approach"
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