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

HKMA SPM CR-L-1: CR-L-1 Consolidated Supervision of Concentration Risks: BELR Rule 6

Sets the principles of consolidated supervision of concentration risks under the Banking (Exposure Limits) Rules: the implementation of the BELR, the principles, the supervisory approach (application, subsidiaries to be included, Tier 1 capital as the base, solo-consolidation). Classification: a statutory guideline issued by the Monetary Authority under the Banking Ordinance §7(3); version V.4, 13.12.2024; applies to locally incorporated AIs.

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