2018-07-03

Added · Updated

Supervisory Policy Manual Revised Module CR-G-13 Counterparty Credit Risk Management

The Hong Kong Monetary Authority issued the revised Supervisory Policy Manual module CR-G-13 to establish standards for counterparty credit risk management. This document outlines the expectations for authorized institutions regarding the identification, measurement, monitoring, and control of counterparty credit risk exposures. It serves as a key regulatory reference for capital adequacy and credit risk management practices within the financial sector.

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SPM-NGL

Current

Issue Date:

03 Jul 2018

CR-G-13.pdf (559.6 KB)

Topic:

Capital Adequacy - CCR

Credit Risk Management - CCR

Keyword:

Group:

All Authorized Institutions

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Cross referenced Document

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SA-1 Risk-based Supervisory Approach

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Version History

Superseded Document

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