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

Hong Kong Monetary Authority

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CIR

Current

Issue Date:

03 Jul 2018

20180703-1-EN.pdf (80.9 KB)

Topic:

Capital Adequacy - CCR

Credit Risk Management - CCR

Group:

All Authorized Institutions

Directly related Document

Cross referenced Document

Version History

Superseded Document

Directly related Document

SPM-NGL

Current

03 Jul 2018

CR-G-13 Counterparty Credit Risk Management

SPM-NGL

Current

03 Jul 2018

CR-G-13 Counterparty Credit Risk Management

Cross referenced Document

Version History

Superseded Document

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