Regulatory Alerts2016-06-30
Added · Updated
Supervisory Policy Manual SPM CR-G-12 Credit Risk Transfer Activities
The Hong Kong Monetary Authority issued Supervisory Policy Manual CR-G-12 to establish regulatory expectations for authorized institutions engaging in credit risk transfer activities. The document provides detailed guidance on the management and supervision of credit risk mitigation techniques, including securitization exposures and collateral arrangements. It mandates that institutions maintain robust frameworks to ensure capital adequacy and effective risk management practices are applied to these financial instruments.
CIR
Current
Issue Date:
30 Jun 2016
20160630-2-EN.pdf (297.8 KB)
Topic:
Capital Adequacy - Credit Risk (securitization exposures)
Credit Risk Management - Credit risk transfer/Mitigation
Group:
All Authorized Institutions
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