2025-07-21

Added · Updated

Supplementary Guidance on the Revised Credit Risk Framework Chapter IV IRB Approach

The Hong Kong Monetary Authority issued this circular to provide Chapter IV of the Supplementary Guidance on the Revised Credit Risk Framework for all authorized institutions. The document details the Internal Ratings-Based (IRB) approach for managing credit risk associated with non-securitization exposures. It establishes the regulatory requirements and standards that institutions must adhere to for capital adequacy purposes.

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Hong Kong

Hong Kong Monetary Authority

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CIR

Current

Issue Date:

21 Jul 2025

20250720-2-EN.pdf (800.6 KB)

Topic:

Capital Adequacy - Credit Risk (non-securitization exposures)

Credit Risk Management - Others

Group:

All Authorized Institutions

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Cross referenced Document

Version History

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