Implementation guidance on securitization framework under Banking (Capital) Rules

Annex: Q&As on Part 7 of the Banking (Capital) Rules (BCR)

主题:

Capital Adequacy - Credit Risk (securitization exposures)

关键字: Risk-weighting approach Eligible securitization transactions Systems/controls Collateral/guarantees CET1 capital + Risk measurement -

组别: Locally Incorporated Authorized Institutions