CR-G-14 非中央結算場外衍生工具交易──保證金及其他風險緩解標準

Topic:

OTC Derivatives - Margining/Risk-mitigation

Keyword: Counterparty default risk Collateral/guarantees Systems/controls Policies/procedures Current exposure + Recognized netting On-site examination Exposure measure Cross border activities Off-site review Senior management/72B managers Internal auditors Board of Directors Risk appetite/limits Regulatory reporting/disclosures Central counterparties Management information system Reporting channels Suitability assessment Contractual provision Operational risk CAMEL SRP Supervisory cooperation -

Group: All Authorized Institutions