CR-G-8 大額風險承擔及風險集中

Topic:

Large Exposures & Risk Concentrations - Limits on credit exposures

Keyword: Risk appetite/limits Systems/controls Collateral/guarantees Incident response/management/recovery Exposure measure + Tier 1 capital Policies/procedures Risk measurement Board of Directors G-SIBs Solo/consolidated supervision Recognized credit derivative contracts Recognized netting Central counterparties Controllers Counterparty default risk Stress-testing Specialized/Board committees Management information system External auditors Internal auditors Three lines of defence Regulatory reporting/disclosures -

Group: Specific