2018-07-03

Added · Updated

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

The Hong Kong Monetary Authority issued this revised Supervisory Policy Manual module to update the regulatory framework for counterparty credit risk management. It establishes requirements for authorized institutions to effectively identify, measure, monitor, and control counterparty credit risk exposures. The document aligns local standards with the Basel III counterparty credit risk framework to ensure robust capital adequacy and risk governance practices.

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Hong Kong Monetary Authority

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