HKMA SPM financial risk management modules. CR CREDIT RISK MANAGEMENT: (1) CR-G General Principles - sound credit risk policies + processes + scoring + monitoring + portfolio management + concentrations + Basel principles alignment; (2) CR-G-7 Collateral and Credit Risk Mitigation - collateral management + netting + derivative collateral + Basel III CRM techniques + valuation + haircuts; (3) CR-G-13 Counterparty Credit Risk Management - derivatives + securities financing + CCR exposures + IMM + EAD calculation + EE/PFE/PD/LGD; (4) CR-G-* various sub-modules covering specific credit areas (large exposures + provisioning + impairment + classification + connected lending + others). MR MARKET RISK MANAGEMENT: MR-G + sub-modules covering trading book + market risk capital + VaR + stress testing + back-testing + FRTB; Basel III FRTB implementation; market risk capital approaches. IR INTEREST RATE RISK: IR-1 Interest Rate Risk in Banking Book (IRRBB) - Basel IRRBB Standards + EVE + NII + behavioural assumptions + duration + repricing + supervisory outlier test + Pillar 2 capital. LM LIQUIDITY MANAGEMENT: LM-1 Liquidity Risk Management - sound liquidity risk policies + governance + stress testing + contingency funding plans + LCR + NSFR + intraday liquidity + Basel III liquidity standards. CA CAPITAL ADEQUACY: CA-G-1 Capital Adequacy Assessment - Basel III + IRB + standardised approaches + Pillar 1/2/3 + ICAAP + Pillar 2 add-ons + supervisory capital calibration + buffers (capital conservation + countercyclical + G-SIB); Banking (Capital) Rules (Cap. 155A) implementing Basel III in HK.
The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.