CIR

Current

Banking (Capital)(Amendment) Rules 2023 - Supplementary Guidance on the Revised Credit Risk Framework

Enclosure: Chapter V - Counterparty credit risk

Issue Date:

13 Dec 2024

20241225-11-EN.pdf (1.0 MB)

Topic:

Capital Adequacy - CCR

Group: All Authorized Institutions

• Directly related Document
• Cross referenced Document
• Version History
• Superseded Document

Directly related Document

• CIR

  Current

  13 Dec 2024

  Banking (Capital)(Amendment) Rules 2023 - Supplementary Guidance on the Revised Credit Risk Framework
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter I - Introduction
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter II - Use of ECAI ratings for the purposes of the Banking (Capital) Rules (BCR)
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter III - STC approach
• Annex

  Archive

  13 Dec 2024

  Enclosure - Chapter IV - IRB approach
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter VI - Securitization

• SPM-SGL

  Current

  11 Sep 2020

  CR-G-14 Non-centrally Cleared OTC Derivatives Transactions - Margin and Other Risk Mitigation Standards

Directly related Document

• CIR

  Current

  13 Dec 2024

  Banking (Capital)(Amendment) Rules 2023 - Supplementary Guidance on the Revised Credit Risk Framework
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter I - Introduction
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter II - Use of ECAI ratings for the purposes of the Banking (Capital) Rules (BCR)
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter III - STC approach
• Annex

  Archive

  13 Dec 2024

  Enclosure - Chapter IV - IRB approach
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter VI - Securitization

Cross referenced Document

• SPM-SGL

  Current

  11 Sep 2020

  CR-G-14 Non-centrally Cleared OTC Derivatives Transactions - Margin and Other Risk Mitigation Standards

Version History

Superseded Document

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