對手方信用風險資本標準的實施指引

附件: 對手方信用風險及中央交易對手方風險承擔的模擬答問（只備英文版本）

Topic:

Capital Adequacy - CCR

Keyword: Exposure measure CVA risk Risk-weighting approach Central counterparties Collateral/guarantees + Basis risk Credit spread risk Current exposure Recognized credit derivative contracts Recognized netting SRP Systems/controls Counterparty default risk -

Group: All Authorized Institutions