2018-07-03
Added · Updated
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.
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Superseded Document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Superseded Document
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