Guides the geographic allocation of private sector credit exposures for the CCyB: aggregating banking book and trading book exposures per location, the exposures for which credit risk RWA is calculated and those with a default risk or specific risk charge, and determining the obligor's location on an ultimate risk basis, with a treatment for securitisations and collective investment schemes. Classification: a statutory guideline issued by the Monetary Authority under the Banking Ordinance §7(3); version V.2, 20.12.2024; applies to locally incorporated AIs.
The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.