hkma spm cr-g-13

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Supervisory Policy Manual CR-G-13 Counterparty Credit Risk Management V.2 – 03.07.18 1 This module should be read in conjunction with the Introductionand with the Glossary, which contains an explanation of abbreviations and other terms used in this

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Il’ ~ HONG KONG MONETARY AUTHORITY wm~iIl~:tmfiij Supervisory Policy Manual CR-G-2 I Credit Approval, Review and Records V.1 -19.01.01 • information required for credit appraisal and documents in use, with a list of lawyers acceptable to the AI for

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Navigating the New Margin Requirements HKMA CR-G-14 Managing Risk while Maximizing Liquidity in the OTC Non-Centrally Cleared Derivatives Market 2 Hong Kong Monetary Authority (HKMA) Supervisory Policy Manual (SPM) CR-G-14: Non-centrally

HKMA issued a guidance note with the revised version of the Supervisory Policy Manual (SPM) module CR-G-13 on counterparty credit risk (CCR) management for authorized institutions. The module was revised primarily to incorporate the relevant international

Process Maps for HK Consolidated Regulations Banking Processes Securities Processes HKMA Hong Kong Monetary Authority HKMA Circulars 2014 HKMA Circulars 2013 HKMA Circulars 2012 HKMA Circulars 2011 HKMA Supervisory Policy Manual HKMA

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risk (“CCR”) (SPM CR-G-13) The HKMA updated the SPM module on counterparty credit risk (CCR) to account for changes in the international CCR regulations. The amendments include: • Credit assessment and review for central clearing party (“CCP”) and

• Counterparty credit risk (HKMA SPM CR-G-13) • Liquidity risk (APRA APS 210 / HKMA SPM LM-1,LM-2, IC-5 / MAS Liquidity Risk guideline / CBIRC Guideline on Liquidity Risk Management of Commercial Banks) • Enterprise risk (risk appetite – APRA CPS

職稱: Market, Counterparty Credit,

She has 13 years of experience at quantitative analysis and modelling development. She is specialized in financial risk management, focusing on the New Basel Accord implementation and compliance, such as Internal Capital Adequacy Assessment Process (ICAAP), Assets and Liability Management (ALM), G-SIFIs, Stress Testing, Risk Management and Measurement, Capital Management, etc.

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The HKMA intends to maintain t he United Kingdom’s status as a deemed -comparable jurisdiction in the context of SPM module CR -G-14, independent of its EU membership status, thus Footnote 24 would be revised to specifically cover the UK once it withdraws

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risk (“CCR”) (SPM CR-G-13) The HKMA updated the SPM module on counterparty credit risk (CCR) to account for changes in the international CCR regulations. The amendments include: • Credit assessment and review for central clearing party (“CCP”) and

The Hong Kong Management Association is a non-profit-making organization which aims to be the leading professional organization advancing management excellence in Hong Kong and the Region. Awards and Competitions Annual Conference/ Forum/

Course Name CEF Course Code Enquiry Number Projected Commencement Date Organizational Behaviour (A module of the Postgraduate Programmes Offered by Macquarie University) 21Z04634-9 2774 8533 Dr Doris Ng 2774 8585 Ms Carol Wong Year round entry

The Hong Kong Management Association is a non-profit-making organization which aims to be the leading professional organization advancing management excellence in Hong Kong and the Region. HKMA

香港管理專業協會為一非牟利的專業機構,旨在成為領先的專業組織,致力促進香港及周邊地區的卓越管理發展。 英國格林威治大學 商學(榮譽)文學士 – 活動項目管理 (兼讀) – 銜接(Top-up)學士學位課程 課程在2020年4月開課

In December 2016, the Hong Kong Monetary Authority (HKMA) released a final draft of Supervisory Policy Manual CR-G-14, which contains margin requirements and risk mitigation standards for non-centrally cleared over-the-counter (OTC) derivative transactions

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Supervisory Policy Manual CA-D-1 Guideline on the Application of the Banking (Disclosure) Rules Consultation 3 14. Interim and Annual Financial Disclosures to be made by AIs Incorporated in Hong Kong 14.1 General 14.2 Income statement and equity

• Counterparty credit risk (HKMA SPM CR-G-13) • Liquidity risk (APRA APS 210 / HKMA SPM LM-1,LM-2, IC-5 / MAS Liquidity Risk guideline / CBIRC Guideline on Liquidity Risk Management of Commercial Banks) • Enterprise risk (risk appetite – APRA CPS

職稱: Market, Counterparty Credit,

HKMA announced updates to the Supervisory Policy Manual (SPM) module CR-G-14 on margin and other risk mitigation standards for non-centrally cleared over-the-counter (OTC) derivatives transactions. The SPM module CR-G-14 outlines the HKMA approach for

She has 13 years of experience at quantitative analysis and modelling development. She is specialized in financial risk management, focusing on the New Basel Accord implementation and compliance, such as Internal Capital Adequacy Assessment Process (ICAAP), Assets and Liability Management (ALM), G-SIFIs, Stress Testing, Risk Management and Measurement, Capital Management, etc.

She has 13 years of experience at quantitative analysis and modelling development. She is specialized in financial risk management, focusing on the New Basel Accord implementation and compliance, such as Internal Capital Adequacy Assessment Process (ICAAP), Assets and Liability Management (ALM), G-SIFIs, Stress Testing, Risk Management and Measurement, Capital Management, etc.

The HKMA has issued various policy guidelines within the SPM to provide guidance to AIs on how it proposes to exercise its powers and discretion under Part XV, including CR-G-8 “Large Exposures and Risk Concentrations” (attached to this Note as Appendix

HKMA announced updates to the Supervisory Policy Manual (SPM) module CR-G-14 on margin and other risk mitigation standards for non-centrally cleared over-the-counter (OTC) derivatives transactions. DA: 47 PA: 20 MOZ Rank: 95 Hong Kong Monetary

View Charlotte Ng’s profile on LinkedIn, the world’s largest professional community. Charlotte has 3 jobs listed on their profile. See the complete profile on LinkedIn and discover Charlotte’s connections and jobs at similar companies.

職稱: Roche | Imperial College London

• Market risk (HKMA SPM IR-1 / MAS Market Risk guideline) • Counterparty credit risk (HKMA SPM CR-G-13) • Liquidity risk (APRA APS 210 / HKMA SPM LM-1,LM-2, IC-5 / MAS Liquidity Risk guideline / CBIRC Guideline on Liquidity Risk Management of

職稱: Market, Counterparty Credit,

To print individual / selected provisions, please first tick the provision(s) to be printed from the TOC panel and then click . To print the whole chapter, please click at the bottom of the TOC panel and then click . Please set the page orientation to Landscape for

To print individual / selected provisions, please first tick the provision(s) to be printed from the TOC panel and then click . To print the whole chapter, please click at the bottom of the TOC panel and then click . Please set the page orientation to Landscape for

The Government of the Hong Kong Special Administrative Region of the People's Republic of China | 中華人民共和國香港特別行政區

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Hong Kong Recovery Planning – Wave 3 www.pwchk.com The global financial crises exposed weaknesses in the financial system, where failure of systemically important financial institutions could have a serious impact on the stability of the worldwide economy. To

PleaseBeInformed.Com: Site Information. Please Be Informed is a publications platform for diverse interests. Our publications are divided into three groups General Interest Group Business and Commerce Group Financial Crime Group There are also dedicated

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Basel III: Large Exposure Framework June 2018 On 7th December 2017, the Basel Committee on Banking Supervision (‘BCBS’)published the final standard of its reforms for the calculation of risk weighted assets (‘RWA’)and capital floors. These papers complete the

Supervisory Policy Manual (SPM): CR-G-12 Credit Risk Transfer Activities 2016年6月01日, HKMA Circular Renminbi (RMB) Liquidity Facility – Expansion of Collateral 2016年5月27日, HKMA Circular

Good understanding of OTC derivatives pricing and counterparty credit risk modeling methodologies, e.g. PFE/CVA/DVA modelling as well as understanding of relevant regulatory requirement (e.g. HKMA-SPM CR-G-13) Knowledge in other valuation adjustments (e

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Overall, the ssessment Team finds the HKMA prudential regulations compliant with the A standards prescribed under the Basel framework. of the 13 components of this review are Twelve assessed as compliant while one component, the Pillar 3 disclosure

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10 Regulatory Reform Review Banking Updates 02 HKMA issues Supervisory Policy Manual (SPM): LM-2 Sound Systems and Controls for Liquidity Risk Management7 Hong Kong, 25 November 2016 The HKMA has issued a revised version of the SPM module LM

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2 As set out in the draft Supervisory Policy Manual CR -G 14 (the “HKMA SPM”) forming part of consultation paper CP15.02 “Non-centrally Cleared OTC Derivative Transactions – Margin and Other Risk Mitigation Standards” published by the Hong Kong

Today’s top 40 Cr jobs in Hong Kong SAR. Leverage your professional network, and get hired. New Cr jobs added daily. Cr jobs in Hong Kong SAR

30Sep2016, HKMA Circular Guideline on Exercising Disciplinary Power to Order a Pecuniary Penalty under Section 203C(1) Supervisory Policy Manual (SPM): CR-G-12 Credit Risk Transfer Activities 01Jun2016, HKMA Circular Renminbi (RMB) Liquidity 1

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REGULATORY UPDATES – NOVEMBER 2018 ISSUE 2 Amendments to Guideline on AML/CFT (For AIs and SVF Licensees) The HKMA published in the Gazette (G.N. 7769 and 7770 of 2018) on 19 October 2018 the revised Guideline on Anti-Money