Regulatory Alerts2025-07-18
Added · Updated
Validating Risk Rating Systems under the IRB Approach
The Hong Kong Monetary Authority issued this document to provide guidance on validating risk rating systems for authorized institutions under the Internal Ratings-Based approach. The regulatory framework specifically addresses capital adequacy requirements for credit risk exposures that are not securitized. This guidance ensures that institutions maintain robust validation processes to support their internal risk assessments.
SPM-SGL
Current
Issue Date:
18 Jul 2025
CA-G-4.pdf (936.8 KB)
Topic:
Capital Adequacy - Credit Risk (non-securitization exposures)
Group:
All Authorized Institutions
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