Regulatory Alerts2018-03-02
Added · Updated
Annex 24: New Return of Leverage Ratio (Form MA(BS)27) - Completion Instructions
Authorized institutions incorporated in Hong Kong must submit Form MA(BS)27 quarterly to report their leverage ratio position, with submissions due no later than 6 weeks after the end of March, June, September, and December. The return requires reporting on a solo or solo-consolidated basis and a consolidated basis, detailing exposure measures across on-balance sheet, derivative, securities financing transaction, and off-balance sheet categories. Institutions must calculate the leverage ratio using Tier 1 capital after deductions and the total exposure measure derived from specific calculation methodologies outlined in Annex 1.
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