China Banking Regulatory Commission, Guidelines for Measuring the Regulatory Capital in Connection with Risk Exposure in Asset Securitisation of Commercial Banks
中国银行业监督管理委员会商业银行资产证券化风险暴露监管资本计量指引
Banks required to conduct due diligence investigation on the underlying assets of securitisation.
Issue: March 2010
CLP Reference: 3610/09.12.23
Promulgated: 23 December 2009
Effective: 01 January 2010
Keywords (click to search):
commercial banks
asset securitisation
risk exposure
regulatory capital
Issued: December 23 2009
Effective: January 1 2010
Interpreting authority: China Banking Regulatory Commission
Applicability: The Guidelines apply to the measurement of regulatory capital for credit risk exposure in the banking book arising from asset securitisation transactions of banks subject to Basel II under the Guiding Opinion for Implementing Basel II in the Banking Industry in China and other commercial banks that implement Basel II on a voluntary basis (Article 2).
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