香港金管局的信用风险管理一般准则(英文版)

香港金管局对金融机构提出的信用风险管理一般准则的指引,英文版

@ .,

HONG KONG MONETARY AUTHORITY~~~l1lff$rni

Supervisory Policy Manual CR-G-1 General Principles of Credit Risk Management V.1 -19.01.01

This module should be read in conjunction with the Introduction and with the Glossary, which contains an explanation of abbreviations and other terms used in this Manual. If reading on-line, click on blue underlined headings to activate hyperlinks to the relevant module.

Purpose To summarise the main principles which Als are expected to follow in managing credit risk. Specific risk controls and systems that should be established are covered in the other modules within the Credit Management section.

Classification A statutory guideline issued by the MA under the Banking Ordinance,§7(3)

Previous guidelines superseded Circular"Principles Underlying Prudent Credit Control by Authorized Institutions" dated 14.02.00

Application To all Als

Structure 1. Introduction Overview of the credit process An appropriate credit risk environment 3.1 3.2 3.3 3.4 3.5 Credit risk strategy and policy Risk tolerance and portfolio limits Risk concentrations New products Delegated credit authority

2. 3.

第1页下一页