HKMA SPM
Credit risk management (CR-G, CR-L, CR-S) – HKMA SPM

HKMA SPM CR-G-8: CR-G-8 Large Exposures and Risk Concentrations

Sets the minimum standards and the HKMA's supervisory powers on large exposures and risk concentrations under the Banking (Exposure Limits) Rules: the forms of concentration, the statutory limitations (the BELR summary, the Part 7 definition of exposure, credit risk transfer, groups of linked counterparties, special controllers, sovereign concentration, valuation of exposures, recognized collateral, disregarded and exempt exposures), prudent principles for controlling concentrations, reporting and the supervisory approach. Classification: a statutory guideline issued by the Monetary Authority under the Banking Ordinance §16(10); version V.5, 19.12.2025; applies to all AIs (Part 4 to the Hong Kong operation of overseas-incorporated AIs).

Maintained by Gerard BlokdykControl text last updated

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