R1 /
Co. No. M M Y Y CAT.
(For Official Use Only)

Delete which is not appropriate. Combined and consolidated returns are defined in the completion instructions.
Name of Authorized Institution Date of Submission The Monetary Authority requires the submitting Authorized Institution to provide the information specified in this return to the Monetary Authority, in the form set out in the return, in accordance with section 63(2) of the Banking Ordinance. (a) (b) (c) This return must be completed in accordance with the completion instructions issued by the Monetary Authority to ensure that all requisite information is provided and submitted in the required form. We certify that:

This return is, to the best of our knowledge and belief, correct.
The capital adequacy ratio was not at any time less than that specified under section 3A or 3B of the Banking (Capital)
Rules or, if applicable, specified by the Monetary Authority in a notice served on the institution under section 97F(1) of the Banking Ordinance. Chief Accountant Name Name and telephone number of responsible person who may be contacted by the Monetary Authority in case of any query Name MA(BS)3 (Rev 06/2021) SECRET Information required under the Banking Ordinance CAPITAL ADEQUACY RATIO OF AN AUTHORIZED INSTITUTION INCORPORATED IN HONG KONG *COMBINED / CONSOLIDATED RETURN As at ______________________ The Banking Ordinance Chief Executive Name Telephone Number in the case of a combined return – within 1 month after the end of each quarter if the submitting Authorized Institution does not have any overseas branches, or within 6 weeks in all other cases; and in the case of a consolidated return – within 6 weeks after the end of each quarter unless otherwise advised by the Monetary Authority; and if the submission deadline falls on a public holiday, it will be deferred to the next working day. The information, in the form of the duly completed return, must be submitted to the Monetary Authority:

Part I: Summary Certificate on Capital Adequacy Ratios
Division A: Calculation of Capital Adequacy Ratios Item Nature of item Reference Column 1 HK$'000 Column 2 HK$'000 Column 3 HK$'000

Capital Base Part II
1.1 Tier 1 Capital (A)
1.1(i) Common Equity Tier 1 Capital (B) 1.1(ii) Additional Tier 1 Capital
1.2 Tier 2 Capital
1.3 Total Capital (C)
Calculation of Total Risk-weighted Amount
2.1 Risk-weighted amount for credit risk (BSC Approach) Part IIIa
2.2 Part IIIb
2.3 Risk-weighted amount for credit risk (IRB Approach) Part IIIc
2.4 Risk-weighted amount for credit risk (CCP) Part IIIe
2.5 Risk-weighted amount for credit risk (CVA) Part IIIf
(only for AIs not using IRB approach) 2.6 (i) SEC-IRBA Part IIId [Item 2.6(i) = Part IIId: Item A5(a)] (ii) Part IIId [Item 2.6(ii) = Part IIId: Item A5(b) + Item A6]
2.7 Total risk-weighted amount for credit risk
[Item 2.7 = Item 2.1 + Item 2.2 + Item 2.3 + Item 2.4 + Item 2.5

Item 2.6(i) + Item 2.6(ii)]
2.8 Risk-weighted amount for market risk Part IV
2.9 Risk-weighted amount for operational risk Part V
2.9a Risk-weighted amount for sovereign concentration risk Part VI
2.10 Additional risk-weighted amount due to application of Division B
capital floor (only for AIs using IRB Approach)
2.11 Total risk-weighted amount before deductions
[Item 2.11 = Item 2.7 + Item 2.8 + Item 2.9 + Item 2.9a + Item 2.10]
2.12 Deductions:
(i) Portion of regulatory reserve for general banking risks and collective provisions which is not included in Tier 2 Capital (ii) Portion of cumulative fair value gains arising from the revaluation of land and buildings which is not included in Tier 2 Capital (iii) Total deductions (i) + (ii)
2.13 Total risk-weighted amount (D)
[Item 2.13 = Item 2.11 - Item 2.12(iii)]

Calculation of Common Equity Tier 1 Capital Ratio
[(B) / (D)] x 100% = %
Calculation of Tier 1 Capital Ratio
[(A) / (D)] x 100% = %
Calculation of Total Capital Ratio
[(C) / (D)] x 100% = %
IRB coverage (only for AIs using IRB Approach)
[(Item 2.3 + Item 2.6(i)) / (Item 2.7 - Item 2.4)] % x 100% (only for exposures that are risk-weighted under BSC approach, STC approach, SEC-ERBA, SEC-SA and SEC-FBA) Risk-weighted amount for credit risk (STC Approach) Risk-weighted amount for credit risk for securitization exposures under:
SEC-ERBA, SEC-SA and SEC-FBA

Part I: 1 -

Division B: Calculation of Capital Floor (Only for authorized institutions using IRB Approach) Is the authorized institution subject to capital floor? (If yes, proceed to the table below; if no, go directly to Part I Division C) - / Yes / No Item Nature of item Reference Column 1 HK$'000 Column 2 HK$'000 1. (i) (a) under BSC Approach (where applicable) Part IIIa (b) under STC Approach (where applicable) Part IIIb (c) under SEC-ERBA, SEC-SA and SEC-FBA (where applicable) Part IIId (d) under Division 4 of Part 6A - CCP exposures (where applicable) Part IIIe (e) under Division 3 of Part 6A - CVA (where applicable) Part IIIf (ii) Part IV (iii) Part V (iv) (v) (vi) Part II (vii) Part II (viii) (ix) % (x) 2. (i) (a) under BSC Approach (where applicable) Part IIIa (b) under STC Approach (where applicable) Part IIIb (c) under IRB Approach Part IIIc (d) under SEC-ERBA, SEC-SA and SEC-FBA (where applicable) Part IIId (e) under SEC-IRBA Part IIId (f) under Division 4 of Part 6A - CCP exposures (where applicable) Part IIIe (ii) Part IV (iii) Part V (iv) (v) (vi) Part II (vii) Part II (viii) Part II (ix) 3. 4. 8% of total risk-weighted amount [Item 1(v) = Item 1(iv) x 8%] Plus: Deductions from Common Equity Tier 1 Capital, Additional Tier 1 Capital and Tier 2 Capital Capital floor adjustment factor [Please specify: %] Risk-weighted amount for operational risk Adjusted capital charge after applying capital floor adjustment factor [Item 1(x) = Item 1(viii) x Item 1(ix)] Adjusted capital charge before applying capital floor adjustment factor [Item 1(viii) = Item 1(v) + Item 1(vi) - Item 1(vii)] Less: Portion of regulatory reserve for general banking risks and collective provisions included in Tier 2 Capital Risk-weighted amount for credit risk Calculation of capital charge for the application of capital floor Risk-weighted amount for credit risk Risk-weighted amount for market risk Total risk-weighted amount [Item 1(iv) = Item 1(i) + Item 1(ii) + Item 1(iii)] Risk-weighted amount for operational risk Additional risk-weighted amount due to application of capital floor [Item 4 = max(0, Item 3) x 12.5] Calculation of capital charge under the various approaches in use Less: Surplus provisions derived from EL-EP calculation under the IRB approach and the portion of its total regulatory reserve for general banking risks and collective provisions relevant to the SEC-IRBA approach Difference in adjusted capital charge [Item 3 = Item 1(x) - Item 2(ix)] Risk-weighted amount for market risk Total risk-weighted amount [Item 2(iv) = Item 2(i) + Item 2(ii) + Item 2(iii)] 8% of total risk-weighted amount [Item 2(iv) x 8%] Adjusted capital charge [Item 2(ix) = Item 2(v) + Item 2(vi) - Item 2(vii) - Item 2(viii)] Less: Portion of regulatory reserve for general banking risks and collective provisions included in Tier 2 Capital Plus: Deductions from Common Equity Tier 1 Capital, Additional Tier 1 Capital and Tier 2 Capital

Part I: 2 -

Division C: Capital Buffer Requirements Item Nature of item Column 1

Net CET1 capital ratio %
2 Buffer level [Item 2 = Item 2.1 + Item 2.2 + Item 2.3] % of which:
2.1 Capital conservation buffer ratio %
2.2 Countercyclical capital buffer ratio %
2.3 Higher loss absorbency ratio %
(applicable if the institution is a G-SIB or a D-SIB)

Part I: 3 -

Part II: Capital Base
Column 1 Column 2
Item Nature of item HK$'000 HK$'000 Category I - Common Equity Tier 1 ("CET1") Capital (a) CET1 capital instruments (b) Share premium arising from item (a) (c) Retained earnings (i) of which: unaudited profit or loss of the current financial year and profit or loss of the immediately preceding financial year pending audit completion (d) Disclosed reserves (i) of which: fair value through other comprehensive income - financial assets Minority interests arising from CET1 capital instruments issued by the consolidated bank subsidiaries and held by third parties CET1 CAPITAL BEFORE DEDUCTIONS (A) (f) Deduct:
Cumulative cash flow hedge reserves that relate to the hedging of financial instruments that are not fair valued on the balance sheet and result from changes in the own credit risk (excluding any debt valuation adjustments referred to in item (xii)) Cumulative fair value gains arising from the revaluation of land and buildings (covering both own-use and investment properties) (iv) Regulatory reserve for general banking risks (v) Goodwill (net of related deferred tax liability) (vi) Other intangible assets (net of related deferred tax liability) (1) of which: Mortgage servicing rights (vii) Defined benefit pension fund assets (net of related deferred tax liability) (viii) Deferred tax assets in excess of deferred tax liabilities (ix) Credit-enhancing interest-only strip, and any gain-on-sale and other increase in the CET1 capital arising from securitization transactions (x) Securitization exposures specified in a notice given by the MA (xi) Valuation adjustments (xii) Debit valuation adjustments in respect of derivative contracts (xiii) Excess of total EL amount over total eligible provisions under the IRB Approach Cumulative losses below depreciated cost arising from the institution's holdings of land and buildings (xv) Capital shortfall of regulated non-bank subsidiaries (xvi) Investments in own CET1 capital instruments Reciprocal cross holdings in CET1 capital instruments issued by any financial sector entities (e) (i) (ii) Cumulative fair value gains or losses on liabilities of the institution that are fair-valued (iii) (xiv) (xvii)

Part II: 1 -

Column 1 Column 2
Item Nature of item HK$'000 HK$'000 Capital investment in a connected company which is a commercial entity (amount of the net book value of such investment in excess of 15% of the institution's capital base) (1) of which: any amount of loans, facilities or other credit exposures that is required by section 46(1) of BCR to be aggregated with item (f)(xviii) Insignificant LAC investments in CET1 capital instruments issued by financial sector entities that are not subject to consolidation under a section 3C requirement and not covered by the 10% threshold (1) of which: any amount of loans, facilities or other credit exposures that is required by section 46(2) of BCR to be aggregated with item (f)(xix) Significant LAC investments in CET1 capital instruments issued by financial sector entities that are not subject to consolidation under a section 3C requirement and not covered by the 10% threshold (1) of which: any amount of loans, facilities or other credit exposures that is required by section 46(2) of BCR to be aggregated with item (f)(xx) For completion of return on a solo / solo-consolidated basis:
Direct holdings of CET1 capital instruments issued by financial sector entities that are members of the institution's consolidation group (1) of which: any loans, facilities or other credit exposures that is required by section 46(2) of BCR to be aggregated with item (f)(xxi) Regulatory deductions applied to CET1 capital due to insufficient Additional Tier 1 capital to cover the required deductions CET1 CAPITAL AFTER DEDUCTIONS (B) Category II - Additional Tier 1 capital (g) Additional Tier 1 capital instruments issued and share premium, if any (i) of which: amount that is subject to phase out Applicable amount of capital instruments issued by the consolidated bank subsidiaries and held by third parties ADDITIONAL TIER 1 CAPITAL BEFORE DEDUCTIONS (C) (i) Deduct:
(i) Investments in own Additional Tier 1 capital instruments Reciprocal cross holdings in Additional Tier 1 capital instruments issued by financial sector entities Insignificant LAC investments in Additional Tier 1 capital instruments issued by financial sector entities that are not subject to consolidation under a section 3C requirement and not covered by the 10% threshold Significant LAC investments in Additional Tier 1 capital instruments issued by financial sector entities that are not subject to consolidation under a section 3C requirement For completion of return on a solo / solo-consolidated basis:
Direct holdings of Additional Tier 1 capital instruments issued by financial sector entities that are members of the institution's consolidation group Regulatory deductions applied to Additional Tier 1 capital due to insufficient Tier 2 capital to cover the required deductions ADDITIONAL TIER 1 CAPITAL AFTER DEDUCTIONS (D) TIER 1 CAPITAL AFTER DEDUCTIONS (B) + (D) = (E) (h) (ii) (xx) (xxi) (xxii) (xviii) (xix) (iii) (iv) (v) (vi) Anti- Anti Solo -avoidance Solo Anti-avoidance - Solo

Part II: 2 -

Column 1 Column 2
Item Nature of item HK$'000 HK$'000 Category III - Tier 2 capital (j) Tier 2 capital instruments issued and share premium, if any (i) of which: amount that is subject to phase out Applicable amount of capital instruments issued by the consolidated bank subsidiaries and held by third parties (l) Reserves attributable to fair value gains on revaluation of holdings of land and buildings Regulatory reserve for general banking risks (For the portion apportioned to BSC approach or STC approach, and SEC-ERBA, SEC-SA and SEC-FBA) Collective provisions (For the portion apportioned to BSC approach or STC approach, and SEC-ERBA, SEC-SA and SEC-FBA) Total of (m) & (n) included in Tier 2 Capital (Limited to 1.25% of risk-weighted amount for credit risk calculated by using BSC approach or STC approach, and SEC-ERBA, SEC-SA and SEC-FBA) (p) Surplus provisions for exposures calculated by using IRB approach Regulatory reserve for general banking risks and collective provisions apportioned to SEC-IRBA TIER 2 CAPITAL BEFORE DEDUCTIONS (F) (r) Deduct:
(i) Investments in own Tier 2 capital instruments (ii) Reciprocal cross holdings in Tier 2 capital instruments issued by and non-capital LAC liabilities of financial sector entities Insignificant LAC investments in Tier 2 capital instruments issued by and non-capital LAC liabilities of financial sector entities that are not subject to consolidation under a
section 3C requirement and not covered by either the 5% or the 10% threshold
Insignificant LAC investments in non-capital LAC liabilities of financial sector entities previously designated for the 5% threshold but no longer able to meet the conditions set out in section 2(3)(a) of Schedule 4F to BCR (For institutions defined as "section 2 institution" under section 2(1) of Schedule 4F to BCR) Significant LAC investments in Tier 2 capital instruments issued by financial sector entities that are not subject to consolidation under a section 3C requirement Significant LAC investments in non-capital LAC liabilities of financial sector entities that are not subject to consolidation under a section 3C requirement For completion of return on a solo / solo-consolidated basis:
Direct holdings of Tier 2 capital instruments issued by financial sector entities that are members of the institution's consolidation group Regulatory deductions applied to Tier 2 capital to cover the required deductions falling within section 48(1)(g) of BCR TIER 2 CAPITAL AFTER DEDUCTIONS (G) CAPITAL BASE (E) + (G) = (H) (n) (vii) (k) (m) (viii) (vi) (o) (q) (Limited to 0.6% of risk-weighted amount for credit risk calculated by using SEC-IRBA) (iii) (iv) (v) Solo

Part II: 3 -

Part IIIa: Risk-weighted Amount for Credit Risk (BSC Approach)
Division A: Risk-weighted Amount by Exposure Class (in HK$'000) On-balance sheet exposures Item Nature of item Principal Amount Principal Amount / Notional Amount Credit Equivalent Amount Default Risk Exposure Riskweight % Riskweighted Amount (A1) (A2) (A3) (A4) (A5) (A6) = (A1+A3+A4) x A5 Class I Sovereign Exposures

Loans to or guaranteed by sovereigns of Tier 1
countries 0 0
Fixed rate debt securities with residual maturity of
less than 1 year or floating rate debt securities of any maturity issued by sovereigns of Tier 1 countries 10
Fixed rate debt securities with residual maturity of
not less than 1 year issued by sovereigns of Tier 1 countries 20
Fixed rate debt securities with residual maturity of
less than 1 year or floating rate debt securities of any maturity guaranteed by sovereigns of Tier 1 countries 10
Fixed rate debt securities with residual maturity of
not less than 1 year guaranteed by sovereigns of Tier 1 countries 20
Loans to or guaranteed by sovereigns of Tier 2
countries which are domestic currency exposures 0 0
Fixed rate debt securities with residual maturity of
less than 1 year or floating rate debt securities of any maturity issued by sovereigns of Tier 2 countries, which are domestic currency exposures 10
Fixed rate debt securities with residual maturity of
not less than 1 year issued by sovereigns of Tier 2 countries, which are domestic currency exposures 20
Fixed rate debt securities with residual maturity of
less than 1 year, or floating rate debt securities of any maturity, which are domestic currency exposures guaranteed by sovereigns of Tier 2 countries 10
Fixed rate debt securities with residual maturity of
not less than 1 year which are domestic currency exposures guaranteed by sovereigns of Tier 2 countries 20
Other exposures to sovereigns of Tier 2 countries 100
Exposures to relevant international organizations 0 0
SUBTOTAL
Off-balance sheet exposures

Part IIIa: 1 -

(in HK$'000)
On-balance sheet exposures
Item Nature of item
Principal
Amount
Principal
Amount /
Notional
Amount
Credit
Equivalent
Amount
Default Risk
Exposure
Riskweight
%
Riskweighted
Amount
(A1) (A2) (A3) (A4) (A5) (A6) = (A1+A3+A4) x A5 Class II Public Sector Entity (PSE) Exposures
13. Exposures to PSEs of Tier 1 countries 20
14. Exposures to PSEs of Tier 2 countries 100
SUBTOTAL
Class III Multilateral Development Bank (MDB) Exposures
15. Exposures to MDBs 0 0
SUBTOTAL 0
Class IV Bank Exposures
16. Exposures to authorized institutions 20
17. Exposures to banks incorporated in Tier 1
countries 20
18. Exposures to banks incorporated in Tier 2
countries with residual maturity of less than 1 year 20
19. Exposures to banks incorporated in Tier 2
countries with residual maturity of not less than 1 year 100 SUBTOTAL Class V Cash Items
20. Notes and coins 0 0
21. Government certificates of indebtedness 0 0
22. Gold bullion held in own vault or on an allocated
basis, to the extent backed by gold liabilities 0 0
23. Gold bullion held not backed by gold liabilities 100
24. Cash items in the course of collection 20
25. Positive current exposures from delivery-versuspayment transactions which remain unsettled
after the settlement date
25a. for up to 4 business days 0 0 25b. for 5 to 15 business days 100 25c. for 16 to 30 business days 625 25d. for 31 to 45 business days 937.5 25e. for 46 or more business days 1250
26. Exposures collateralized by cash collateral 0 0
SUBTOTAL
Off-balance sheet exposures

Part IIIa: 2 -

(in HK$'000)
On-balance sheet exposures
Item Nature of item
Principal
Amount
Principal
Amount /
Notional
Amount
Credit
Equivalent
Amount
Default Risk
Exposure
Riskweight
%
Riskweighted
Amount
(A1) (A2) (A3) (A4) (A5) (A6) = (A1+A3+A4) x A5 Class VI Residential Mortgage Loans (RMLs) 27a. Eligible RMLs 50 27b. RMLs that are risk-weighted according to the standard of an overseas regulatory authority 27c. Other RMLs 100 SUBTOTAL 28a. Look-through approach 28a(i). Risk-weight ≤20% 28a(ii). Risk-weight > 20% - 50% 28a(iii). Risk-weight > 50% - 100% 28a(iv). Risk-weight > 100% - 250% 28a(v). Risk-weight > 250% - 650% 28a(vi). Risk-weight > 650% - 1250% 28b. Mandate-based approach 28b(i). Risk-weight ≤20% 28b(ii). Risk-weight > 20% - 50% 28b(iii). Risk-weight > 50% - 100% 28b(iv). Risk-weight > 100% - 250% 28b(v). Risk-weight > 250% - 650% 28b(vi). Risk-weight > 650% - 1250% 28c. Fall-back approach 28c(i). Risk-weight 1250% 1250 28d. Combination of approaches 28d(i). Risk-weight ≤20% 28d(ii). Risk-weight > 20% - 50% 28d(iii). Risk-weight > 50% - 100% 28d(iv). Risk-weight > 100% - 250% 28d(v). Risk-weight > 250% - 650% 28d(vi). Risk-weight > 650% - 1250% SUBTOTAL Off-balance sheet exposures Class VII Collective Investment Scheme Exposures (CIS exposures) #

This class is not yet available for reporting. CIS exposures should be reported in item 29c.

Part IIIa: 3 -

(in HK$'000)
On-balance sheet exposures
Item Nature of item
Principal
Amount
Principal
Amount /
Notional
Amount
Credit
Equivalent
Amount
Default Risk
Exposure
Riskweight
%
Riskweighted
Amount
(A1) (A2) (A3) (A4) (A5) (A6) = (A1+A3+A4) x A5 Class VIII Other Exposures 29a. Exposures to corporates or individuals not elsewhere reported 100 29b. Holdings of equity or other forms of capital instruments issued by, and non-capital LAC liabilities of, financial sector entities subject to 100% risk-weight 100 29c. Investments in equity of entities (other than financial sector entities) subject to 100% riskweight and exposures to collective investment schemes 100 29d. Premises, plant and equipment, other fixed assets for own use, and other interest in land 100 29e. Holdings of equity or other forms of capital instruments issued by financial sector entities subject to 250% risk-weight 250 29f. Multiple-name credit-linked notes / sold credit protection to basket of exposures 29g. Other exposures not elsewhere reported whose risk-weight is 100% 100 29h. Other exposures not elsewhere reported 29h(1). 29h(2). 29h(3). 29h(4). SUBTOTAL Class IX Exposures subject to 1250% risk-weight 30a. First loss portion of credit protection 1250 30b. Significant exposures to commercial entities 1250 30c. Non-DVP transactions remain unsettled for 5 or more business days 1250 SUBTOTAL Total risk-weighted amount (on-balance sheet) (A7) Total risk-weighted amount (off-balance sheet) (A8) Off-balance sheet exposures TOTAL RISK-WEIGHTED AMOUNT FOR CREDIT RISK (BSC APPROACH) (A9) = (A7) + (A8)

Part IIIa: 4 -

Division B: Breakdown of Off-balance Sheet Exposures by Types of Transaction and Obligor
I. Off-balance Sheet Exposures other than Default Risk Exposures in respect of Derivative Contracts and SFTs
(in HK$'000)
Out of which:
Item Nature of item Credit
Conversion
Factor
%
Total
Principal
Amount
(net of specific provisions)
Total Credit
Equivalent
Amount
Sovereign exposures
PSE exposures
MDB exposures
Bank exposures
Residential mortgage loans
Other exposures
(B1) (B2) (B3) (B4) (B5) (B6) (B7) (B8) (B9)

Direct credit substitutes 100
Transaction-related contingencies 50
Trade-related contingencies 20
Asset sales with recourse 100
Forward asset purchases 100
Partly paid-up shares and securities 100
Forward forward deposits placed 100
Note issuance and revolving
underwriting facilities 100
9a. Commitments that are unconditionally cancellable without prior notice 0 9b. Other commitments (CCF at 20%) 20 9c. Other commitments (CCF at 50%) 50
Off-balance sheet exposures not
specified above
10a. 100
10b.
10c.
10d.
SUBTOTAL

Part IIIa: 5 -

II. Default Risk Exposures in respect of Derivative Contracts (Current Exposure Method): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades)
(in HK$'000)
Item Nature of item
Out of which:
Type of Contract
Total Notional
Amount
Sovereign exposures PSE exposures MDB exposures Bank exposures Exposures to corporates or individuals (B10) (B11) (B12) (B13) (B14) (B15) (B16)
11. Interest rate contracts
12. Exchange rate contracts
13. Credit-related derivative contracts
14. Equity-related derivative contracts
15. Commodity-related derivative contracts
16. Other derivative contracts not specified above
SUBTOTAL
17. Of which: Offsetting or CCP-related transactions
with clearing members or clearing clients Total Default Risk Exposure

Part IIIa: 6 -

III. Default Risk Exposures in respect of Derivative Contracts (SA-CCR approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades)
(in HK$'000)
Item Nature of item
18.
Out of which:
Type of Contract
Sovereign exposures
PSE exposures
MDB exposures
Bank exposures
Exposures to corporates or individuals (B17) (B18) (B19) (B20) (B21) (B22) (B23) (B24) (B25) 18a. Interest rate contracts 18b. Exchange rate contracts 18c. Credit-related derivative contracts 18d. Equity-related derivative contracts 18e. Commodity-related derivative contracts SUBTOTAL 19. Out of which:
Type of Contract
Sovereign exposures
PSE exposures
MDB exposures
Bank exposures
Exposures to corporates or individuals (B17) (B18) (B19) (B20) (B21) (B22) (B23) (B24) (B25) 19a. Interest rate contracts 19b. Exchange rate contracts 19c. Credit-related derivative contracts 19d. Equity-related derivative contracts 19e. Commodity-related derivative contracts 19f. Multiple netting sets covered by single variation margin agreement SUBTOTAL
20. Contracts covered by recognized netting
Out of which:
Type of Contract
Sovereign exposures
PSE exposures
MDB exposures
Bank exposures
Exposures to corporates or individuals (B17) (B18) (B19) (B20) (B21) (B22) (B23) (B24) (B25) 20a. Interest rate contracts 20b. Exchange rate contracts 20c. Credit-related derivative contracts 20d. Equity-related derivative contracts 20e. Commodity-related derivative contracts SUBTOTAL
21. Out of the amounts reported in items 18, 19 and 20, the amounts for offsetting or CCP-related transactions with clearing members or clearing clients
Out of which:
Type of Contract
Sovereign exposures
PSE exposures
MDB exposures
Bank exposures
Exposures to corporates or individuals (B17) (B18) (B19) (B20) (B21) (B22) (B23) (B24) (B25) 21a. Offsetting / CCP-related transactions SUBTOTAL Margined contracts not covered by recognized netting Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure Unmargined contracts not covered by recognized netting Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure

Part IIIa: 7 -

(in HK$'000)
Item Nature of item
Out of which:
Type of Contract
Sovereign exposures
PSE exposures
MDB exposures
Bank exposures
Exposures to corporates or individuals (B26) (B27) (B28) (B29) (B30) (B31) 22a. SFTs SUBTOTAL 22b. Of which: Offsetting or CCP-related transactions with clearing members or clearing clients Total Default Risk Exposure
IV. Default Risk Exposures in respect of SFTs (Non-IMM(CCR) Approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral
trades)

Part IIIa: 8 -

V. Default Risk Exposures (IMM(CCR) Approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades)
(in HK$'000)
Item Nature of item
Portfoliolevel Riskweighted Amount (B32)
23. Based on current market data
24. Based on stress calibration
Item Nature of item
25. Netting sets (not subject to recognized netting)
Out of which:
Sovereign exposures
PSE exposures
MDB exposures
Bank exposures
Exposures to corporates or individuals (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) 25a. Derivative contracts (excluding LSTs) 25b. SFTs (excluding LSTs) 25c. Long settlement transactions (LSTs) SUBTOTAL
26. Netting sets (subject to valid bilateral netting agreements)
Out of which:
Sovereign exposures
PSE exposures
MDB exposures
Bank exposures
Exposures to corporates or individuals (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) 26a. Derivative contracts 26b. SFTs 26c. Long settlement transactions SUBTOTAL
27. Netting sets (subject to valid cross-product netting agreements)
Out of which:
Sovereign exposures
PSE exposures
MDB exposures
Bank exposures
Exposures to corporates or individuals (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) 27a. Derivative contracts 27b. Repo-style transactions 27c. Margin lending transactions SUBTOTAL
28. Out of the amounts reported in items 25, 26 and 27, the amounts for offsetting or CCP-related transactions with clearing members or clearing clients
Out of which:
Sovereign exposures
PSE exposures
MDB exposures
Bank exposures
Exposures to corporates or individuals (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) 28a. Offsetting / CCP-related transactions SUBTOTAL Type of Contract Total Notional Amount Total Principal Amount Total Default Risk Exposure Type of Contract Total Notional Amount Total Principal Amount Total Default Risk Exposure Type of Contract Total Notional Amount Total Principal Amount Total Default Risk Exposure Type of Contract Total Notional Amount Total Principal Amount Total Default Risk Exposure

Part IIIa: 9 -

Part IIIb: Risk-weighted Amount for Credit Risk (STC Approach)
Division A: Risk-weighted Amount by Exposure Class (in HK$'000) Item Principal Amount Principal Amount after CRM Principal Amount / Notional Amount Credit Equivalent Amount after CRM Default Risk Exposure after CRM Riskweight % Riskweighted Amount (A1) (A2) (A3) (A4) (A5) (A6) (A7) = (A2+A4+A5) x A6 Class I Sovereign Exposures

Domestic currency exposures to the Government
1a. Risk-weight 0% 0 0
1b. Risk-weight 10% 10
1c. Risk-weight 20% 20
Other exposures to sovereigns
2a. Risk-weight 0% 0 0
2b. Risk-weight 10% 10
2c. Risk-weight 20% 20
2d. Risk-weight 50% 50
2e. Risk-weight 100% 100
2f. Risk-weight 150% 150
Exposures to relevant international organizations 0 0
SUBTOTAL
Class II Public Sector Entity (PSE) Exposures
Domestic PSEs
4a. Risk-weight 20% 20
4b. Risk-weight 50% 50
4c. Risk-weight 100% 100
4d. Risk-weight 150% 150
SUBTOTAL
Foreign PSEs
5a. Risk-weight 0% 0 0
5b. Risk-weight 10% 10
5c. Risk-weight 20% 20
5d. Risk-weight 50% 50
5e. Risk-weight 100% 100
5f. Risk-weight 150% 150
SUBTOTAL
Class III Multilateral Development Bank (MDB) Exposures
Exposures to MDBs 0 0
SUBTOTAL 0
On-balance sheet exposures Off-balance sheet exposures Nature of item

Part IIIb: 1 -

This class is not yet available for reporting. CIS exposures should be reported in item 20g.

Risk-weight > 650% - 1250%
Risk-weight > 20% - 50%
Risk-weight > 50% - 100%
Risk-weight > 100% - 250%
Risk-weight > 250% - 650%
Risk-weight > 20% - 50%
Risk-weight > 50% - 100%
Risk-weight > 100% - 250%
Risk-weight > 250% - 650%
Risk-weight > 650% - 1250%
Nature of item
Risk-weight > 50% - 100%
Risk-weight ≤20%
Off-balance sheet exposures
Exposures with original maturity of three months or less:
On-balance sheet exposures
Look-through approach
Risk-weight ≤20%
Risk-weight > 20% - 50%
Exposures with original maturity of more than three months:
Risk-weight > 100% - 250%
Risk-weight > 250% - 650%
Risk-weight > 650% - 1250%

Part IIIb: 2 -

risk-weight 0%
Positive current exposures from delivery-versuspayment transactions which remain unsettled after the settlement date Exposures collateralized by cash collateral
risk-weight 20%
Exposures collateralized by cash collateral
risk-weight 10%
Gold bullion held in own vault or on an allocated basis, to the extent backed by gold liabilities Nature of item
Part IIIb: 3 -

(in HK$'000)
Item
Principal
Amount
Principal
Amount after
CRM
Principal
Amount /
Notional
Amount
Credit
Equivalent
Amount after
CRM
Default
Risk Exposure after CRM
Riskweight
%
Riskweighted
Amount
(A1) (A2) (A3) (A4) (A5) (A6) (A7) = (A2+A4+A5) x A6 Class XI Other Exposures which are not Past Due Exposures 20a. Exposures to individuals not elsewhere reported 100 20b. 100 20c. 100 20d. 100 20e. 250 20f. 20g. 20g(i). 100 20g(ii). 20g(iii). 20g(iv). SUBTOTAL Class XII Past Due Exposures 21a. Risk-weight 0% 0 0 21b. Risk-weight 10% 10 21c. Risk-weight 20% 20 21d. Risk-weight 30% 30 21e. Risk-weight 50% 50 21f. Risk-weight 75% 75 21g. Risk-weight 100% 100 21h. 150 21i. Other risk-weights not specified above SUBTOTAL Class XIII Exposures subject to 1250% risk-weight 22a. First loss portion of credit protection 1250 22b. 1250 22c. 1250 SUBTOTAL Off-balance sheet exposures Holdings of equity or other forms of capital instruments issued by, and non-capital LAC liabilities of, financial sector entities subject to 100% risk-weight Investments in equity of entities (other than financial sector entities) subject to 100% riskweight Holdings of equity or other forms of capital instruments issued by financial sector entities subject to 250% risk-weight Nature of item Non-DVP transactions remain unsettled for 5 or more business days Total risk-weighted amount (on-balance sheet) (A8) Total risk-weighted amount (off-balance sheet) (A9) On-balance sheet exposures TOTAL RISK-WEIGHTED AMOUNT FOR CREDIT RISK (STC APPROACH) (A10) = (A8) + (A9) Premises, plant and equipment, other fixed assets for own use, and other interest in land Other exposures not elsewhere reported (including any exposures to collective investment schemes) Risk-weight 150% Multiple-name credit-linked notes / sold credit protection to basket of exposures Significant exposures to commercial entities

Part IIIb: 4 -

Division B: Breakdown of Off-balance Sheet Exposures by Types of Transaction and Obligor
I. Off-balance Sheet Exposures other than Default Risk Exposures in respect of Derivative Contracts and SFTs
(in HK$'000)
Out of which:
Item Nature of item
Sovereign exposures
PSE exposures
MDB exposures
Bank exposures
Securities firm exposures
Corporate exposures
CIS exposures
Regulatory retail exposures
Residential mortgage loans
(B1) (B2) (B3) (B4) (B5) (B6) (B7) (B8) (B9) (B10) (B11) (B12)

Direct credit substitutes 100
Transaction-related contingencies 50
Trade-related contingencies 20
Asset sales with recourse 100
Forward asset purchases 100
Partly paid-up shares and securities 100
Forward forward deposits placed 100
Note issuance and revolving underwriting
facilities
50
9a. Commitments that are unconditionally cancellable without prior notice 0 9b. Other commitments (CCF at 20%) 20 9c. Other commitments (CCF at 50%) 50
Off-balance sheet exposures not
specified above
10a. 100
10b.
10c.
10d.
SUBTOTAL
Total
Principal
Amount
(net of specific provisions)
Total Credit
Equivalent
Amount
Credit
Conversion
Factor
%

Part IIIb: 5 -

II. Default Risk Exposures in respect of Derivative Contracts (SA-CCR approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades)
(in HK$'000)
Item Nature of item
11.
Out of which:
Type of Contract
Sovereign exposures
PSE exposures
MDB exposures
Bank exposures
Securities firm exposures
Corporate exposures
Regulatory retail exposures
(B13) (B14) (B15) (B16) (B17) (B18) (B19) (B20) (B21) (B22) (B23) 11a. Interest rate contracts 11b. Exchange rate contracts 11c. Credit-related derivative contracts 11d. Equity-related derivative contracts 11e. Commodity-related derivative contracts SUBTOTAL 12. Out of which:
Type of Contract
Sovereign exposures
PSE exposures
MDB exposures
Bank exposures
Securities firm exposures
Corporate exposures
Regulatory retail exposures
(B13) (B14) (B15) (B16) (B17) (B18) (B19) (B20) (B21) (B22) (B23) 12a. Interest rate contracts 12b. Exchange rate contracts 12c. Credit-related derivative contracts 12d. Equity-related derivative contracts 12e. Commodity-related derivative contracts 12f. Multiple netting sets covered by single variation margin agreement SUBTOTAL
13. Contracts covered by recognized netting
Out of which:
Type of Contract
Sovereign exposures
PSE exposures
MDB exposures
Bank exposures
Securities firm exposures
Corporate exposures
Regulatory retail exposures
(B13) (B14) (B15) (B16) (B17) (B18) (B19) (B20) (B21) (B22) (B23) 13a. Interest rate contracts 13b. Exchange rate contracts 13c. Credit-related derivative contracts 13d. Equity-related derivative contracts 13e. Commodity-related derivative contracts SUBTOTAL
14. Out of the amounts reported in items 11, 12 and 13, the amounts for offsetting or CCP-related transactions with clearing members or clearing clients
Out of which:
Type of Contract
Sovereign exposures
PSE exposures
MDB exposures
Bank exposures
Securities firm exposures
Corporate exposures
Regulatory retail exposures
(B13) (B14) (B15) (B16) (B17) (B18) (B19) (B20) (B21) (B22) (B23) 14a. Offsetting / CCP-related transactions SUBTOTAL Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure Total Notional Amount Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure Unmargined contracts not covered by recognized netting Margined contracts not covered by recognized netting Total Default Risk Exposure Total Potential Future Exposure Total Replacement Cost Total Notional Amount

Part IIIb: 6 -

III. Default Risk Exposures in respect of SFTs (Non-IMM(CCR) Approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades)
(in HK$'000)
Item Nature of item
15. SFTs
Out of which:
Type of Contract
Sovereign exposures
PSE exposures
MDB exposures
Bank exposures
Securities firm exposures
Corporate exposures
(B24) (B25) (B26) (B27) (B28) (B29) (B30) (B31) 15a. SFTs not covered by, or treated as if not covered by, recognized netting 15b. SFTs covered by recognized netting SUBTOTAL 15c. Of which: Offsetting or CCPrelated transactions with clearing members or clearing clients Total Amount of Assets Sold, Transferred, Loaned or Paid Total Default Risk Exposure

Part IIIb: 7 -

IV. Default Risk Exposures (IMM(CCR) Approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades)
(in HK$'000)
Item Nature of item
Portfoliolevel Riskweighted Amount (B32)
16. Based on current market data
17. Based on stress calibration
Item Nature of item
18. Netting sets (not subject to recognized netting)
Out of which:
Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Securities firm exposures Corporate exposures (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) (B41) 18a. Derivative contracts (excluding LSTs) 18b. SFTs (excluding LSTs) 18c. Long settlement transactions (LSTs) SUBTOTAL
19. Netting sets (subject to valid bilateral netting agreements)
Out of which:
Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Securities firm exposures Corporate exposures (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) (B41) 19a. Derivative contracts 19b. SFTs 19c. Long settlement transactions SUBTOTAL
20. Netting sets (subject to valid cross-product netting agreements)
Out of which:
Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Securities firm exposures Corporate exposures (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) (B41) 20a. Derivative contracts 20b. Repo-style transactions 20c. Margin lending transactions SUBTOTAL
21. Out of the amounts reported in items 18, 19 and 20, the amounts for offsetting or CCP-related transactions with clearing members or clearing clients
Out of which:
Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Securities firm exposures Corporate exposures (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) (B41) 21a. Offsetting / CCP-related transactions SUBTOTAL Total Notional Amount Total Default Risk Exposure Total Principal Amount Total Principal Amount Total Default Risk Exposure Total Principal Amount Total Principal Amount Total Default Risk Exposure Total Default Risk Exposure Total Notional Amount Total Notional Amount Total Notional Amount

Part IIIb: 8 -

Part IIIc: Risk-weighted Amount for Credit Risk (IRB Approach)
Division A: Summary of Risk-weighted Amount for Credit Risk under IRB Approach IRB_TOTCRWA (in HK$'000) Item Number of Corresponding Forms Reported under Division B (1) (2) (3) (4) 1. ( ) Form IRB_SLSLOT ( ) Form IRB_SLSLOT ( ) Form IRB_SLSLOT ( ) Form IRB_SLSLOT ( ) Form IRB_SLSLOT and ( ) Form IRB_CSB ( ) Form IRB_CSB ( ) Form IRB_CSB 2. ( ) Form IRB_CSB ( ) Form IRB_CSB ( ) Form IRB_CSB 3. ( ) Form IRB_CSB ( ) Form IRB_CSB ( ) Form IRB_CSB 4. ( ) Form IRB_RETAIL ( ) Form IRB_RETAIL ( ) Form IRB_RETAIL ( ) Form IRB_RETAIL ( ) Form IRB_RETAIL 5. ( ) Form IRB_EQUSRW ( ) Form IRB_EQUINT ( ) Form IRB_EQUPDLGD ( ) Form IRB_EQUPDLGD ( ) Form IRB_EQUPDLGD ( ) Form IRB_EQUPDLGD ( ) Form IRB_EQUCIS ( ) Form IRB_EQUCIS ( ) Form IRB_EQUCIS ( ) Form IRB_EQUCIS ( ) Form IRB_EQUCIS (d) Equity exposures not reported in IRB_EQUSRW, IRB_EQUINT, IRB_EQUPDLGD or IRB_EQUCIS ( ) Form IRB_EQUO
6. ( ) Form IRB_OTHER
7. Total risk-weighted amount for credit risk (IRB Approach) before applying the scaling factor [Item 7 = Item 1 + Item 2 + Item 3 + Item 4 + Item 5 + Item 6]
8.
9. Risk-weighted amount for CVA Part IIIf
10. Total risk-weighted amount for credit risk (IRB Approach plus CVA) [Item 10 = Item 8 + Item 9], of which
(c) Risk-weighted amount of exposures subject to asset value correlation multiplier of 1.25 (c) Public sector entities (excluding sovereign foreign public sector entities) (i) Simple risk-weight method Equity exposures, of which (a) Market-based approach (c) Small business retail exposures (c) Approaches for CIS exposures (i) Look-through approach (iii) Mandate-based approach (v) Combination of approaches (iv) Fall-back approach (ii) Third-party approach (a) Banks Bank exposures, of which (a) Risk-weighted amount of default risk exposures in respect of OTC derivative transactions, credit derivative contracts and SFTs not subject to IMM(CCR) Approach (b) Risk-weighted amount of default risk exposures in respect of OTC derivative transactions, credit derivative contracts and SFTs subject to IMM(CCR) Approach (d) Other retail exposures to individuals (ii) Internal models method (b) PD/LGD approach (i) Publicly traded equity exposures held for long-term investment (ii) Privately owned equity exposures held for long-term investment Total risk-weighted amount for credit risk (IRB Approach) after applying the scaling factor [Item 8 = Item 7 x 1.06] (iii) Other publicly traded equity exposures (iv) Other equity exposures Other exposures Risk-weighted Amount (ii) Property-holding shell companies (b) Qualifying revolving retail exposures Sovereign exposures, of which (c) Multilateral development banks Retail exposures, of which (a) Residential mortgages (i) Individuals IRB Class (a) Sovereigns (b) Sovereign foreign public sector entities (b) Securities firms Corporate exposures, of which (a) Specialized lending under supervisory slotting criteria approach (i) Project finance (ii) Object finance (iii) Commodities finance (iv) Income-producing real estate (c) Small-and-medium sized corporates (d) Other corporates (b) Specialized lending (high-volatility commercial real estate)

Part IIIc: 1 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_CSB IRB Class : Corporate Exposures / Sovereign Exposures / Bank Exposures (delete where inapplicable) IRB Approach : Foundation IRB Approach / Advanced IRB Approach (delete where inapplicable) IRB Subclass : Small-and-medium sized Corporates / Other Corporates / Specialized lending (high-volatility commercial real estate) / Sovereigns / Sovereign Foreign Public Sector Entities / Multilateral Development Banks / Banks / Securities Firms / Public Sector Entities (Excluding Sovereign Foreign Public Sector Entities) (delete where inapplicable) Portfolio Type : (please specify where the reporting AI has more than one internal rating system for an IRB class / subclass) (in HK$'000) Lower bound Upper bound Average PD (%) (%) (%) before netting after netting Other than derivative contracts and SFTs Derivative contracts and SFTs Other than derivative contracts and SFTs Derivative contracts and SFTs (%) (years) Of which:
Subject to double default framework (a) Of which: For dilution risk (b) Of which: For residual value risk (c) (1) (2) (3) (4) (5) (6)(i) (6)(ii) (7) (8) (9) (10) (11) (12) = (9)+(10)+(11) (13) (14) (15) (16) (17) (18) (19) (20) 1 2 3 4 5 6 7 8 Total:
(to Division A)
Of which: Exposures subject to asset value correlation (c) This column is only applicable to leasing transactions that expose the reporting AI to residual value risk. Number of obligors Expected loss amount Risk-weighted Amount Exposure Weighted Average Maturity Value Memorandum Items (b) This column is only applicable to purchased receivables. Off-balance sheet exposures Exposure Weighted Average LGD EAD Calculation Exposures before recognized guarantees / credit derivative contracts Internal Rating System PD range On-balance sheet exposures after netting Exposures after recognized guarantees / credit derivative contracts Non-defaulted (N) / Defaulted (D) (a) This column is only applicable to corporate exposures or exposures to public sector entities (excluding sovereign foreign public sector entities). Obligor grade multiplier of 1.25 On-balance sheet exposures EAD Off-balance sheet exposures Please refer to paragraph 235 of QIS 3 Technical Guidance for details of the RW function for corporate, sovereign and bank ex posures. Derivation of RW is dependent on estimates of probability of

Part IIIc: 2 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_SLSLOT IRB Class : Corporate Exposures IRB Approach: Supervisory Slotting Criteria Approach IRB Subclass : Specialized Lending: Project Finance / Object Finance / Commodities Finance / Income-producing Real Estate / High-volatility commercial real estate (delete where inapplicable) (in HK$'000) Supervisory rating grades SRW (b) (%) before netting after netting Other than derivative contracts and SFTs Derivative contracts and SFTs Other than derivative contracts and SFTs Derivative contracts and SFTs (years) (1) (2) (3)(i) (3)(ii) (4) (5) (6) (7) (8) (9) = (6)+(7)+(8) (10) (11) = (2) x (9) (12) (13) STRONG (a) 50 STRONG 70 GOOD (a) 70 GOOD 90 SATISFACTORY 115 WEAK 250 DEFAULT 0 Total :
(to Division A)
Internal Rating System
Exposure
Weighted
Average Maturity
Value
Expected loss amount
Number of obligors
EAD
EAD Calculation
Exposures before recognized guarantees / credit derivative contracts Risk-weighted Amount On-balance sheet exposures Off-balance sheet exposures On-balance sheet exposures after netting Exposures after recognized guarantees / credit derivative contracts Off-balance sheet exposures Memorandum Items (a) Use of preferential risk-weights. In scenario (b)(i) below, the preferential risk-weights do not apply to "specified ADC exposure" as defined under section 158(5) of the BCR. (b) The supervisory risk-weights (SRW) to be automatically displayed in column (2) will vary, depending on the IRB subclass selected by the reporting institution for input:
(i) When an IRB subclass other than "Specialized lending (high-volatility commercial real estate)" is selected for input, column (2) will show the SRWs applicable to specialized lending (other than HVCRE exposures), as currently set out in the column above; (ii) When the IRB subclass of "Specialized lending (high-volatility commercial real estate)" is selected for input, column (2) will show the SRWs applicable to HVCRE exposures, as set out below:
"STRONG (a)" - 70%; "STRONG" - 95%; "GOOD (a)" - 95%; "GOOD" - 120%; "SATISFACTORY" - 140%; "WEAK" - 250%; "DEFAULT" - 0%.

Part IIIc: 3 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_RETAIL IRB Class : Retail Exposures IRB Approach: Retail IRB Approach IRB Subclass : Residential Mortgages to Individuals / Residential Mortgages to Property-holding Shell Companies / Qualifying Revolving Retail Exposures / Small Business Retail Exposures / Other Retail Exposures to Individuals (delete where inapplicable) Portfolio Type : (please specify where the reporting AI has more than one internal rating system for an IRB class / subclass) (in HK$'000) Lower bound Upper bound Average PD (%) (%) (%) before netting after netting Other than derivative contracts and SFTs Derivative contracts and SFTs Other than derivative contracts and SFTs Derivative contracts and SFTs (%) Of which: For dilution risk (a) Of which: For residual value risk (b) (1) (2) (3) (4) (5) (6)(i) (6)(ii) (7) (8) (9) (10) (11) (12) = (9)+(10)+(11) (13) (15) (16) (17) (18) 1 2 3 4 5 6 7 8 9 10 Total:
(b) This column is only applicable to leasing transactions that expose the AI to residual value risk. Risk-weighted Amount Memorandum Items Expected loss amount Number of obligors (14) (a) This column is only applicable to purchased receivables. (to Division A) EAD LGD Pool Non-defaulted (N) / Defaulted (D) On-balance sheet exposures after netting Off-balance sheet exposures Off-balance sheet exposures On-balance sheet exposures EAD Calculation Exposures before recognized guarantees / credit derivative contracts Internal Rating System PD range Exposures after recognized guarantees / credit derivative contracts Please refer to paragraph 235 of QIS 3 Technical Guidance for details of the RW function for corporate, sovereign and bank exposures. Derivation of RW is dependent on estimates of probability of default

Part IIIc: 4 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_EQUSRW IRB Class : Equity Exposures IRB Approach: Market-based Approach: Simple Risk-weight Method IRB Subclass : Equity Exposures under Simple Risk-weight Method (in HK$'000) Memorandum Item SRW Exposures before netting Exposures after netting Number of equity exposures (%) (EAD) (2) (3) (4) (5) = (2)x(4) (6) 1 Publicly traded equity exposures 300 2 All other equity exposures 400 Total:
(to Division A)
Portfolio EAD Calculation
Risk-weighted Amount
(1)
Please refer to paragraph 235 of QIS 3 Technical Guidance for details of the RW function for corporate, sovereign and bank exposures. Derivation of RW is dependent on

Part IIIc: 5 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_EQUINT IRB Class : Equity Exposures IRB Approach: Market-based Approach: Internal Models Method IRB Subclass : Equity Exposures under Internal Models Method (in HK$'000) Memorandum Item Exposures before netting Exposures after netting Risk-weighted Amount Number of equity exposures (EAD) EAD Minimum riskweight (%) (2) (3) (4) (5) (6) = (4)x(5) (7) = (3) - (4) (8) (9) = (8)x12.5 (10) = (6)+(9) (11) 1 Publicly traded equity exposures 200 2 All other equity exposures 300 Total :
(to Division A)
(1)
Portfolio EAD Calculation Risk-weighted Amount Calculation Minimum risk-weights (for exposures where minimum risk-weights apply) Internal models (for exposures where minimum risk-weights do not apply) Risk-weighted amount using minimum riskweights EAD Potential loss Risk-weighted amount using internal models

Part IIIc: 6 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_EQUPDLGD IRB Class : Equity Exposures IRB Approach: PD/LGD Approach IRB Subclass : Publicly Traded Equity Exposures Held for Long-Term Investment / Privately Owned Equity Exposures Held for Long-Term Investment / Other Publicly Traded Equity Exposures / Other Equity Exposures (delete where inapplicable) Portfolio Type : (please specify where the reporting AI has more than one internal rating system for an IRB class / subclass) (in HK$'000) Exposures after recognized guarantees / credit derivative contracts Lower bound Upper bound Average PD After netting (%) (%) (%) (EAD) Of which the factor of 1.5 in risk-weights applies Of which the minimum riskweight applies (a) Of which the riskweight of 1250% applies (1) (2) (3) (4) (5) (6)(i) (6)(ii) (7) (8) (9) (10) (11) (12) (13) 1 2 3 4 5 6 7 8 Total:
(to Division A)
(a) 100% for publicly traded equity exposures and privately owned equity exposures held for long-term investment, 200% for other publicly traded equity exposures and 300% for other equity exposures. Memorandum Items Obligor grade PD range Exposures before recognized guarantees / credit derivative contracts Expected loss amount Number of equity Non-defaulted (N) / exposures Defaulted (D) Before netting After netting Internal Rating System EAD Calculation Risk-weighted Amount

Part IIIc: 7 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_EQUCIS IRB Class : Equity Exposures IRB Approach: Look-through approach / Third-party approach / Mandate-based approach / Fall-back approach / Combination of approaches (delete where inapplicable) IRB Subclass : Equity Exposures (CIS exposures) (in HK$'000) Effective risk-weight of CIS exposures (%) Principal Amount Risk-weighted Amount (1) (2) (3) 1 > 0 - 50 2 > 50 - 100 3 > 100 - 250 4 > 250 - 500 5 > 500 - < 1250 6 1250 Total:
(to Division A)
7 Of which, CIS exposures where:
(a) it is not feasible for the AI to use IRB calculation approaches (exclude CIS exposures subject to thirdparty approach)

Part IIIc: 8 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_EQUO IRB Class : Equity Exposures IRB Approach: Market-based Approach or PD/LGD Approach IRB Subclass : Equity exposures not reported in IRB_EQUSRW, IRB_EQUINT, IRB_EQUPDLGD or IRB_EQUCIS (in HK$'000) Memorandum Item SRW Exposures before netting Exposures after netting Number of equity exposures (%) (EAD) (2) (3) (4) (5) = (2)x(4) (6) 1 Specified equity exposures to financial sector entities (a) 250 2 Specified equity exposures to commercial entities (b) 1250 3 Expected loss amount of equity exposures subject to the PD/LGD approach (c) 1250 4 5 Total:
(to Division A)
(a) This item is applicable to equity exposures that fall within section 183(7) of the Banking (Capital) Rules. (b) This item is applicable to equity exposures that fall within section 183(5) and (6) of the Banking (Capital) Rules. (c) This item is applicable to equity exposures that fall within section 194(1)(ga) of the Banking (Capital) Rules. Portfolio EAD Calculation Risk-weighted Amount (1)

Part IIIc: 9 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_OTHER IRB Class : Other Exposures IRB Approach: Specific Risk-weight Approach IRB Subclass : Cash Items and Other Items (in HK$'000) SRW (%) (EAD) (2) (3) (4) (5) = (2)x(4)

8a. 0
8b. 100
8c. 625
8d. 937.5
8e. 1250
9. 100
10. 1250
Subtotal (i):

2a.
2b.
2c.
2d.
2e.
Subtotal (ii):
Total (i) + (ii):
(to Division A) for 46 or more business days Exposures subject to the IRB approach which are not elsewhere specified Cash items in the course of collection for 31 to 45 business days Premises, plant and equipment, other fixed assets for own use, and other interest in land and buildings for up to 4 business days Receivables from transactions in securities (other than repo-style transactions), foreign exchange and commodities which are not yet due for settlement for 5 to 15 business days (ii) Other items Amount due from transactions which are entered into on a basis other than a deliveryversus-payment basis and remain unsettled for 5 or more business days after the settlement date EAD Calculation for 16 to 30 business days Amount due from transactions which are entered into on a basis other than a deliveryversus-payment basis and remain unsettled for up to 4 business days after the settlement date (for non-significant amount only) (i) Cash items Government certificates of indebtedness Unsettled clearing items of the institution being processed through any interbank clearing system in Hong Kong Other Exposures Exposures before netting Exposures after netting (1) Gold bullion held in own vault or on an allocated basis, to the extent backed by gold liabilities Gold bullion held not backed by gold liabilities Positive current exposures from delivery-versus-payment transactions which remain unsettled after the settlement date Risk-weighted Amount Notes and coins

Part IIIc: 10 -

Division C: LGD for Corporate, Sovereign and Bank Exposures IRB_FIRBLGD IRB Approach: Foundation IRB Approach IRB Class : Corporate Exposures / Sovereign Exposures / Bank Exposures (delete where inapplicable) IRB Subclass : Small-and-medium sized Corporates / Other Corporates / Specialized lending (high-volatility commercial real estate) / Sovereigns / Sovereign Foreign Public Sector Entities / Multilateral Development Banks / Banks / Securities Firms / Public Sector Entities (Excluding Sovereign Foreign Public Sector Entities) (delete where inapplicable) Portfolio Type : (please specify where the reporting AI has more than one internal rating system for an IRB class / subclass) (in HK$'000) (to Division B) (%) LGD: 100% LGD: 75% LGD: 45% LGD: 40% LGD: 35% LGD: 35% LGD: 35% LGD: 0% (%) (1) (2) (4) (5) (6) (7) (8) (9) (10) (11) (12) 1 2 3 4 5 6 7 8 Total :
Obligor grade
Average PD
(viii)
Recognized financial collateral (ii) Subordinated exposures (iii) Unsecured senior exposures EAD Total LGD Exposure weighted average LGD (vi) Recognized residential real estate (vii) Recognized financial receivables EAD by facility / collateral type (iv) Other recognized IRB collateral (v) Recognized commercial real estate (3) = (4)+(5)+ …+(10)+(11) (i) Exposures with specific wrong-way risk Please refer to paragraph 235 of QIS 3 Technical Guidance for details of the

Part IIIc: 11 -

Division C: LGD for Corporate, Sovereign and Bank Exposures IRB_AIRBLGD IRB Approach: Advanced IRB Approach IRB Class : Corporate Exposures / Sovereign Exposures / Bank Exposures (delete where inapplicable) IRB Subclass : Small-and-medium sized Corporates / Other Corporates / Specialized lending (high-volatility commercial real estate) / Sovereigns / Sovereign Foreign Public Sector Entities / Multilateral Development Banks / Banks / Securities Firms / Public Sector Entities (Excluding Sovereign Foreign Public Sector Entities) (delete where inapplicable) Portfolio Type : (please specify where the reporting AI has more than one internal rating system for an IRB class / subclass) (in HK$'000) (i) (ii) (iii) (iv) (v) (vi) (vii) (viii) (ix) (x) (xi) (xii) (xiii) (xiv) (xv) (to Division B) (%) LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: 100% (%) (1) (2) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) 1 2 3 4 5 6 7 8 Total :
Obligor grade
Average PD
(3) = (4)+(5)+
…+(17)+(18)
Total
EAD LGD
Exposure weighted average LGD EAD by facility grade Please refer to paragraph 235 of QIS 3

Part IIIc: 12 -

Division D: IRB_OBSND
(in HK$'000)
CCF before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (%) (%) (%) (%) (1a) (1b) (1c) (1d) (2a) (2b) (2c) (2d) (3a) (3b) (3c) (3d) (4a) (4b) (4c) (4d) (A1) (A2) (B) Retail exposures Total:
Off-Balance Sheet Exposures (Other Than Default Risk Exposures in respect of OTC Derivative Transactions, Credit Derivative Contracts and SFTs) under IRB Approach (iii) Bank exposures 100 (ii) Sovereign exposures (i) Corporate exposures 100 100
2. Transaction-related contingencies 3. Trade-related contingencies 4. Asset sales with recourse
50 20
Principal amount
Credit equivalent amount
100
IRB Class

Direct credit substitutes
(i) Corporate exposures 100
Principal Credit equivalent amount amount Foundation IRB Approach:
100
Principal amount
Credit equivalent amount Principal amount Credit equivalent amount Advanced IRB Approach:
50 20
100
100
(iii) Bank exposures 50 20
100
(ii) Sovereign exposures

Part IIIc: 13 -

Division D: IRB_OBSND
(in HK$'000)
CCF before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (%) (%) (%) (%) (5a) (5b) (5c) (5d) (6a) (6b) (6c) (6d) (7a) (7b) (7c) (7d) (8a) (8b) (8c) (8d) (A1) (A2) (B) Retail exposures Total:
Off-Balance Sheet Exposures (Other Than Default Risk Exposures in respect of OTC Derivative Transactions, Credit Derivative Contracts and SFTs) under IRB Approach Credit equivalent amount
5. Forward asset purchases 6. Partly paid-up securities 7. Forward forward deposits placed 8. Note issuance and
revolving underwriting facilities Credit equivalent amount Principal amount Credit equivalent amount Principal amount IRB Class Principal amount Credit equivalent amount 100 (i) Corporate exposures 100 100 Principal amount Foundation IRB Approach:
75
100 75
100 100
(iii) Bank exposures 100
(ii) Sovereign exposures 100
(i) Corporate exposures 100 100 Advanced IRB Approach:
100 75
100
(ii) Sovereign exposures 100 100 (iii) Bank exposures

Part IIIc: 14 -

Division D: IRB_OBSND
(in HK$'000)
CCF (a) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (%) (%) (%) (to Division B) (to Division B) (9a) (9b) (9c) (9d) (10a) (10b) (10c) (10d) (11a) (11b) (11c) (11d) CT = (1c) + (2c)

…… + (10c)
(11c)
DT =(1d) + (2d)
…… + (10d)
+(11d)
(A1)
(A2)
(B) Retail exposures
Total:
(a) CCF of 100% or any percentage specified by the MA. Off-Balance Sheet Exposures (Other Than Default Risk Exposures in respect of OTC Derivative Transactions, Credit Derivative Contracts and SFTs) under IRB Approach Credit equivalent amount Before recognized guarantees / credit derivative contracts After recognized guarantees / credit derivative contracts Principal amount Credit equivalent amount Principal amount Total credit equivalent amount

Commitments that are unconditionally
cancellable without prior notice Principal amount Credit equivalent amount
Other commitments 11. Others
IRB Class
Foundation IRB Approach:
(iii) Bank exposures
(ii) Sovereign exposures
(i) Corporate exposures
(i) Corporate exposures 0 75
Advanced IRB Approach:
(ii) Sovereign exposures 0 75 (iii) Bank exposures 0 75

Part IIIc: 15 -

Exchange rate contracts 2. Interest rate contracts 3. Equity-related derivative contracts
Total Notional amount
Total
Replacement
Cost
Total Potential
Future Exposure
Default risk exposure Total Notional amount Total Replacement Cost Total Potential Future Exposure Default risk exposure

Part IIIc: 16 -

Division E: IRB_OBSD_SACCR
(in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (4a) (4b) (4c) (4d(i)) (4d(ii)) (5a) (5b) (5c) (5d(i)) (5d(ii)) For (A1) and (A2)(a):
A(i) = (1d(i)) + … +
(5d(i))
For (A1) and (A2)
(a):
A(ii) = (1d(ii)) + … +
(5d(ii))
(A1) Unmargined Contracts Not Subject to Recognized Netting (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Subtotal:
(A2) Margined Contracts Not Subject to Recognized Netting (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Subtotal:
(A3) Contracts (Margined and Unmargined) Subject to Recognized Netting (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Subtotal:
Total:
(a) In case more than one netting set is covered by a single margin agreement, the default risk exposures in columns A(i) and A(ii) under (A2) should include the default risk exposures of such margined transaction in addition to the sum of (1d(i)), (2d(i)), (3d(i)), (4d(i)) and (5d(i)) (for before recognized guarantees / credit derivative contracts) or the sum of (1d(ii)), (2d(ii)), (3d(ii)), (4d(ii)) and (5d(ii)) (for after recognized guarantees / credit derivative contracts). Total default risk exposures (Items 1 to 5) After recognized guarantees / credit derivative contracts (To Division B) Total Potential Future Exposure Default Risk Exposures in respect of Derivative Contracts (SA-CCR): Bilateral trades (including centrally cleared trades that are treated as bilateral trades)
4. Credit-related derivative contracts 5. Commodity-related derivative contracts
Before recognized guarantees
/ credit derivative contracts (To Division B) Total Potential Default risk exposure Default risk exposure Future Exposure Total Replacement Cost Total Notional amount Total Notional amount Total Replacement Cost IRB Class

Part IIIc: 17 -

Division E: Default Risk Exposures in respect of Derivative Contracts (SA-CCR): Bilateral trades (including centrally cleared trades that are treated as bilateral trades) IRB_OBSD_SACCR (B1) Selected Breakdown of Exposures Reported in (A1), (A2) and (A3) (in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (6a) (6b) (6c) (6d(i)) (6d(ii)) (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Total:
Total
Replacement
Cost
Total Potential
Future Exposure
IRB Class

CCP-related transactions (including offsetting transactions)
Total notional amount
Default risk exposure

Part IIIc: 18 -

Division E: IRB_OBSD_SFT_N_IMM (in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts (To Division B) after recognized guarantees / credit derivative contracts (To Division B) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (1a) (1b(i)) (1b(ii)) (2a) (2b(i)) (2b(ii)) B(i) = (1b(i)) + (2b(i)) B(ii) = (1b(ii)) + (2b(ii)) (3a) (3b(i)) (3b(ii)) (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Total:
IRB Class

SFTs not subject to recognized netting 2. SFTs subject to recognized netting
Total amount of assets sold, transferred, loaned or paid Default risk exposure
Out of the amount reported in items 1 and 2,
CCP-related transactions (including offsetting transactions) Total amount of assets sold, transferred, loaned or paid Default risk exposure Default Risk Exposures in respect of SFTs (non-IMM(CCR) approach): Bilateral trades (including centrally cleared trades that are treated as bilateral trades) Total default risk exposures (Items 1 to 2) Total amount of assets sold, transferred, loaned or paid Default risk exposure

Part IIIc: 19 -

Derivative contracts
(other than LSTs) not subject to recognized netting
SFTs (other than LSTs)
not subject to recognized netting
LSTs
not subject to recognized netting Total amount of assets sold, transferred, loaned or paid Default risk exposure Total notional amount / Total amount of assets sold, transferred, loaned or paid (where applicable)
Derivative contracts
subject to valid bilateral netting agreement (b) Total notional amount Total notional amount (a) (b) Default risk exposure IRB Class

Part IIIc: 20 -

Division E: IRB_OBSD_IMM
(in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts but after netting after recognized guarantees / credit derivative contracts and netting before recognized guarantees / credit derivative contracts but after netting (to Division B) after recognized guarantees / credit derivative contracts and netting (to Division B) (5b(i)) (5b(ii)) (5b(iii)) (6b(i)) (6b(ii)) (6b(iii)) (7b(i)) (7b(ii)) (7b(iii)) B(ii) = (1b(ii)) + … + (7b(ii)) B(iii) = (1b(iii)) + … + (7b(iii)) (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Total:
(in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (8a) (8b(i)) (8b(ii)) (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Total:
(A) All Maturities
(A) All Maturities
IRB Class
8. Out of the amount reported in items 1 to 7,
CCP-related transactions (including offsetting transactions) Total notional amount / Total amount of assets sold, transferred, loaned or paid (where applicable) Default risk exposure Total amount of assets sold, transferred, loaned or paid Default risk exposure Default Risk Exposures (IMM(CCR) Approach): Bilateral trades (including centrally cleared trades that are treated as bilateral trades)(a) IRB Class
5. SFTs
(other than LSTs) subject to valid bilateral netting agreement (b)
6. LSTs
subject to valid bilateral netting agreement not reported in items 4 or 5 Default risk exposure
7. Derivative contracts and SFTs
subject to valid cross-product netting agreements Total default risk exposures (Items 1 to 7) Total notional amount / Total amount of assets sold, transferred, loaned or paid (where applicable) Total notional Default risk exposure amount / Total amount of assets sold, transferred, loaned or paid (where applicable)

Part IIIc: 21 -

Division F: EL-EP Calculation under IRB Approach IRB_ELEP (in HK$'000) Item Non-defaulted exposures Defaulted exposures Total Non-defaulted exposures Defaulted exposures Total Excess of total EL amount over total EP Excess of total EP over total EL amount (a) (b) (c) = (a)+(b) (d) (e) (f )= (d)+(e) (g) (h) 1. 2. 3. 4. 5. 6. 7. 8. 9. (c) Multilateral development banks (b) Specialized lending (high-volatility commercial real estate) Expected Loss Amount (EL Amount) Eligible Provisions (EP) EL-EP Calculation Corporate exposures, of which IRB Class (a) Specialized lending under supervisory slotting criteria approach (other than HVCRE exposures) (c) Small-and-medium sized corporates (d) Other corporates Sovereign exposures, of which (a) Sovereigns (b) Sovereign foreign public sector entities Bank exposures, of which 0.6% of total risk-weighted amount for credit risk (IRB Approach) [Item 8 = Item 8 of Form_IRB_TOTCRWA x 0.6%] Surplus provisions added to Tier 2 capital [Min(Item 7, Item 8)] (a) Residential mortgages (b) Qualifying revolving retail exposures (c) Small business retail exposures (d) Other retail exposures to individuals Deduction from CET1 capital [Item 6 = Item 5(c) - Item 5(f)] Surplus provisions [Item 7 = Item 5(f) - Item 5(c)] (a) Banks (b) Securities firms (c) Public sector entities (excluding sovereign foreign public sector entities) Retail exposures, of which Total

Part IIIc: 22 -

Part IIId : Risk-weighted Amount for Credit Risk (Securitization Exposures)
Division A : Summary of Risk-weighted Amount and Capital Deductions (in HK$'000) (1) (2) A1. Under SEC-IRBA A2. Under SEC-ERBA A3. Under SEC-SA (a) of which RWA for re-securitization exposures A4. Total (item (A1) + item (A2) + item (A3)) A5. Total after adjusted for maximum capital requirement (a) under the SEC-IRBA (b) under the SEC-ERBA and SEC-SA A6. Under SEC-FBA A7. Adjusted total (item (A5) + item (A6)) of which:
(a) RWA for off-balance sheet exposures whose CCF is not 100% (b) RWA for unrated exposures (e.g. liquidity facilities, servicer cash advance facilities and credit enhancements) extended to ABCP programme B1. Credit-enhancing interest-only strip B2. Gain-on-sale B3. Other increase in the CET1 capital B4. Other exposures specified by the Monetary Authority Notes: a. SEC-IRBA means the securitization internal ratings-based approach. b. SEC-ERBA means the securitization external ratings-based approach.
c. SEC-SA means the securitization standardized approach.
d. SEC-FBA means the securitization fall-back approach. e. Securitization exposures include re-securitization exposures unless otherwise stated. Total amount Amount incurred as an originating institution A. Risk-weighted amount B. Capital deductions

Part IIId: 1 -

Division B : Securitization Exposures under SEC-IRBA Exposure Amount before CRM Exposure Amount after CRM Riskweighted Amount Principal Amount Exposure Amount before CRM Exposure Amount after CRM Riskweighted Amount Total Riskweighted Amount (1) (2) (3) (4) (5) (6) (7) (8)=(3)+(7) 1. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal 2. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal
3. Total (item (1)(k) + item (2)(k))
Item Nature of item
Senior exposures
On-balance Sheet Exposures
(in HK$'000)
Non-senior exposures
Off-balance Sheet Exposures

Part IIId: 2 -

Division C1 : Long-term Securitization Exposures under SEC-ERBA Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount RWA under IAA Principal Amount Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount RWA under IAA Total Riskweighted Amount (1) (2) (3) (3a) (4) (5) (6) (7) (7a) (8)=(3)+(7) 1. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal 2. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal 3. Note: a. Column (3a) is a subset of column (3), which is the RWA calculated by using the risk-weights determined under the IAA. Similarly, column (7a) is a subset of column (7). Item Nature of item Senior long-term securitization exposures Non-senior long-term securitization exposures Total (item 1(k) + item 2(k)) On-balance Sheet Exposures (in HK$'000) Off-balance Sheet Exposures

Part IIId: 3 -

Division C2 : Short-term Securitization Exposures under SEC-ERBA Exposure Amount before CRM Exposure Amount after CRM Riskweighted Amount RWA under IAA Principal Amount Exposure Amount before CRM Exposure Amount after CRM Riskweighted Amount RWA under IAA Total Riskweighted Amount (1) (2) (3) (3a) (4) (5) (6) (7) (7a) (8)=(3)+(7)

Senior short-term securitization exposures
(a) Risk-weight < 15%
(b) Risk-weight = 15%
(c) Risk-weight > 15% and < 50% (d) Risk-weight = 50% (e) Risk-weight > 50% and < 100% (f) Risk-weight = 100% (g) Risk-weight > 100% - 300% (h) Risk-weight > 300% - 500% (i) Risk-weight > 500% - 800% (j) Risk-weight > 800% - 1000% (k) Risk-weight > 1000% - <1250% (l) Risk-weight = 1250% (m) Subtotal 2. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% and < 50% (d) Risk-weight = 50% (e) Risk-weight > 50% and < 100% (f) Risk-weight = 100% (g) Risk-weight > 100% - 300% (h) Risk-weight > 300% - 500% (i) Risk-weight > 500% - 800% (j) Risk-weight > 800% - 1000% (k) Risk-weight > 1000% - <1250% (l) Risk-weight = 1250% (m) Subtotal 3. Note: a. Column (3a) is a subset of column (3), which is the RWA calculated by using the risk-weights determined under the IAA. Similarly, column (7a) is a subset of column (7). Total (item 1(m) + item 2(m)) Non-senior short-term securitization exposures Item Nature of item (in HK$'000) On-balance Sheet Exposures Off-balance Sheet Exposures

Part IIId: 4 -

Division D1 : Securitization Exposures (other than Re-securitization Exposures) under SEC-SA Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Principal Amount Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Total Riskweighted Amount (1) (2) (3) (4) (5) (6) (7) (8)=(3)+(7) 1. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal 2. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal 3. Item Nature of item (in HK$'000) Non-senior securitization exposures (other than re-securitization exposures) Total (item (1)(k) + item (2)(k)) Senior securitization exposures (other than re-securitization exposures) On-balance Sheet Exposures Off-balance Sheet Exposures

Part IIId: 5 -

Division D2 : Re-securitization Exposures under SEC-SA Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Principal Amount Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Total Riskweighted Amount (1) (2) (3) (4) (5) (6) (7) (8)=(3)+(7) 1. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% and < 100% (e) Risk-weight = 100% (f) Risk-weight > 100% - 300% (g) Risk-weight > 300% - 500% (h) Risk-weight > 500% - 800% (i) Risk-weight > 800% - 1000% (j) Risk-weight > 1000% - <1250% (k) Risk-weight = 1250% (l) Total Item Nature of item Re-securitization exposures under the SEC-SA (in HK$'000) On-balance Sheet Exposures Off-balance Sheet Exposures

Part IIId: 6 -

Division E : Securitization Exposures under SEC-FBA Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Principal Amount Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Total Riskweighted Amount (1) (2) (3) (4) (5) (6) (7) (8)=(3)+(7) 1. 2. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Sub-total
3. Total (item 1 + item 2(k))
On-balance Sheet Exposures
(in HK$'000)
Item Nature of item
Securitization exposures (without CRM) Securitization exposures (fully or partially covered by CRM) Off-balance Sheet Exposures

Part IIId: 7 -

Part IIIe: Risk-weighted Amount for Exposures to Central Counterparties (CCP)
(in HK$'000)
Division A: Default Fund Contribution Default fund contribution Capital Charge Risk-weight % Risk-weighted Amount (A1) (A2) (A3) (A4)

Qualifying CCPs
Non-qualifying CCPs 1250
SUBTOTAL
Division B: Default Risk Exposures Clearing member's exposures Collateral posted Non-IMM(CCR) IMM(CCR) Total Risk- RiskPrincipal Default Risk Default Risk Principal Exposure weight weighted Amount Exposure Exposure Amount After CRM % Amount (B1) (B2) (B3) (B4) (B5) (B6) (B7)
Qualifying CCPs
1a. Risk-weight 0% 0 0
1b. Risk-weight 2% 2
1c. Other risk-weights not specified above
Non-qualifying CCPs
2a. Risk-weight 0% 0 0
2b. Risk-weight 10% 10
2c. Risk-weight 20% 20
2d. Risk-weight 30% 30
2e. Risk-weight 50% 50
2f. Risk-weight 100% 100
2g. Risk-weight 150% 150
2h. Other risk-weights not specified above SUBTOTAL Clearing client's exposures Collateral posted Non-IMM(CCR) IMM(CCR) Total Risk- RiskPrincipal Default Risk Default Risk Principal Exposure weight weighted Amount Exposure Exposure Amount After CRM % Amount (B1) (B2) (B3) (B4) (B5) (B6) (B7)
Qualifying CCPs
3a. Risk-weight 0% 0 0
3b. Risk-weight 2% 2
3c. Risk-weight 4% 4
3d. Other risk-weights not specified above
Non-qualifying CCPs
4a. Risk-weight 0% 0 0
4b. Risk-weight 20% 20
4c. Risk-weight 30% 30
4d. Risk-weight 50% 50
4e. Risk-weight 100% 100
4f. Risk-weight 150% 150
4g. Other risk-weights not specified above SUBTOTAL
TOTAL RISK-WEIGHTED AMOUNT FOR EXPOSURES TO CCPs (before applying the cap)
TOTAL ADJUSTED RISK-WEIGHTED AMOUNT FOR EXPOSURES TO CCPs (after applying the cap)
Derivative Contracts and SFTs Derivative Contracts and SFTs

Part IIIe: 1 -

Part IIIf: Risk-weighted Amount for CVA
Division A: Advanced CVA Method Item Nature of item End of quarter HK$'000 Latest available HK$'000 Average VaR / Stressed VaR HK$'000 Multiplication factor for VaR / Stressed VaR Risk-weighted Amount HK$'000

VaR
Stressed VaR
TOTAL
Division B: Standardized CVA Method Item Default Risk Exposures HK$'000 Capital Charge HK$'000 Risk-weighted Amount HK$'000 3.

Part IIIf: 1 -

Part IV: Risk-weighted Amount for Market Risk
Division A: STM Approach - Interest Rate Exposures (Trading Book) A.1 Interest rate exposures - specific risk (a) Non-securitization exposures that do not fall within a correlation trading portfolio and that are not nth-to-default credit derivative contracts (HK$'000) Item Classes (Note (1)) Positions (0.25%) (1.00%) (1.60%)

Part IV-A1(a):1 -

Under STC(S) approach
(a) 1.60% 1.60%
(b) 2 2 4.00% 4.00%
(c) 3 3 8.00% 8.00%
(d) 4 28.00% 100.00%
(e) 5 4 100.00% 100.00%
Sub-total (f)
(a) 1 1 3.20% 3.20%
(b) 2 2 8.00% 8.00%
(c) 3 3 18.00% 18.00%
(d) 4 52.00% 100.00%
(e) 5 4 100.00% 100.00%
Sub-total (f)
Under IRB(S) approach
(a) 1 1 0.56% 0.56%
(b) 2 0.64% 0.64%
(c) 3 0.80% 0.80%
(d) 4 2 0.96% 0.96%
(e) 5 1.60% 1.60%
(f) 6 2.80% 2.80%
(g) 7 3 4.80% 4.80%
(h) 8 8.00% 8.00%
(i) 9 20.00% 20.00%
(j) 10 34.00% 34.00%
(k) 11 52.00% 52.00%
(l) 12 4 100.00% 100.00%
Sub-total (m)
(a) 1 1 0.96% 0.96%
(b) 2 1.20% 1.20%
(c) 3 1.44% 1.44%
(d) 4 2 1.60% 1.60%
(e) 5 2.80% 2.80%
(f) 6 4.00% 4.00%
(g) 7 3 6.00% 6.00%
(h) 8 8.00% 8.00%
(i) 9 20.00% 20.00%
(j) 10 34.00% 34.00%
(k) 11 52.00% 52.00%
(l) 12 4 100.00% 100.00%
Sub-total (m)
Market risk capital charge for specific risk Positions incurred as an investing institution Positions incurred as an originating institution Market risk capital charge factor for specific risk Credit quality grades
1.3 All other securitization exposures that are not subject to capital
deductions
1.4 Total (item 1.1(f) + item 1.2(f) + Item 1.3)
1.1 Rated securitization exposures
(exclude re-securitization exposures)
1.2 Rated re-securitization exposures
2.1 Rated securitization exposures
(exclude re-securitization exposures) - Senior and granular
2.2 Rated securitization exposures
(exclude re-securitization exposures) - Non-senior, granular

Part IV - A1(b):2 -

A.1 Interest rate exposures - specific risk (b) Securitization exposures that do not fall within a correlation trading portfolio (Note (1)) (HK$'000) A. Market risk capital charge calculations Securitization Exposures Long-term Short-term Long Short Long Short For investing institutions For originating institutions For long positions For short positions Applicable amount (Note (2)) (1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) Market risk capital charge for specific risk Positions incurred as an investing institution Positions incurred as an originating institution Market risk capital charge factor for specific risk Credit quality grades (a) 1.60% 1.60% (b) 2 2.00% 2.00% (c) 3 2.80% 2.80% (d) 4 2 2.80% 2.80% (e) 5 2.80% 2.80% (f) 6 4.00% 4.00% (g) 7 3 6.00% 6.00% (h) 8 8.00% 8.00% (i) 9 20.00% 20.00% (j) 10 34.00% 34.00% (k) 11 52.00% 52.00% (l) 12 4 100.00% 100.00% Sub-total (m) (a) 1.60% 1.60% (b) 2 2.00% 2.00% (c) 3 2.80% 2.80% (d) 4 2 3.20% 3.20% (e) 5 4.80% 4.80% (f) 6 8.00% 8.00% (g) 7 3 12.00% 12.00% (h) 8 16.00% 16.00% (i) 9 24.00% 24.00% (j) 10 40.00% 40.00% (k) 11 60.00% 60.00% (l) 12 4 100.00% 100.00% Sub-total (m) (a) 1 1 2.40% 2.40% (b) 2 3.20% 3.20% (c) 3 4.00% 4.00% (d) 4 2 5.20% 5.20% (e) 5 8.00% 8.00% (f) 6 12.00% 12.00% (g) 7 3 18.00% 18.00% (h) 8 28.00% 28.00% (i) 9 40.00% 40.00% (j) 10 52.00% 52.00% (k) 11 68.00% 68.00% (l) 12 4 100.00% 100.00% Sub-total (m)
2.6 All other securitization exposures that are not subject to capital
deductions
2.4 Rated re-securitization exposures -
Senior
2.5 Rated re-securitization exposures -
Non-senior
2.3 Rated securitization exposures
(exclude re-securitization exposures) - Non-granular

Part IV - A1(b):3 -

Position col. (3) to (6): Item 1.4 + item 2.7
Market risk capital charge col. (9) & (10): Item 1.4 + item 2.8
(b)
Positions incurred as an investing institution
2.7 Total (Item 2.7 = sum of (row (m) of items 2.1 to 2.5) + item 2.6)
(a)
(a) Of which securitization (exclude re-securitization) exposures (ii) unrated (i) rated (ii) unrated

Gain-on-sale arising from securitization transaction as an originating
institution
(1) Securitization exposures include re-securitization exposures unless otherwise stated. (2) During the transitional period (securitization) of 1 January 2012 to 31 December 2013, both dates inclusive, the applicable total market risk capital charge for specific risk (i.e. column (11)) for the interest rate exposures of a reporting institution is calculated as the larger of the market risk capital charge for the long positions (i.e. column (9)) or the market risk capital charge for the short positions (i.e. column (10)). Upon the expiry of the transitional period (securitization), the applicable total market risk capital charge for specific risk (i.e. column (11)) of the institution is calculated as the sum of the market risk capital charge for the gross (i.e. long + short) positions (i.e. column (9) + column (10)). (3) STC(S) approach means the method of calculating credit risk for securitization exposures under the standardized (securitization) approach. (4) IRB(S) approach means the method of calculating credit risk for securitization exposures under the internal ratings-based (securitization) approach. (5) "Rated securitization exposures" means exposures with an ECAI issue specific rating under STC(S) approach and IRB(S) approach, or in the absence of an ECAI issue specific rating, an inferred rating under IRB(S) approach. (6) "Unrated" securitization exposures means securitization exposures other than rated securitization exposures and those treated as if not rated for regulatory capital purposes.

Part IV - A1(b):4 -

A.1 Interest rate exposures - specific risk (c) Correlation trading portfolio (HK$'000) Long Short For long positions For short positions Applicable amount (1) (2) (3) (4) (5) = Higher of (3) or (4) Note:
Positions Market risk capital charge for specific risk Correlation trading portfolio (Note (1)) (1) For debt-related option contracts, the delta-weighted positions should be reported above or, if the reporting institution engages only in the purchase of option contracts as defined in the completion instructions, such option contracts can be carved out and reported in Division E.1.

Part IV-A1(c):5 -

A.1 Interest rate exposures - specific risk (d) Non-securitization exposures that are nth-to-default credit derivative contracts (excluding those that fall within a correlation trading portfolio) (HK$'000) Item Classes (Note (1)) Positions (0.25%) (1.00%) (1.60%)

Sovereign (including sovereign foreign public sector entities)
1.1 Credit quality grade 1 Long
Short
1.2 Credit quality grade 2 or 3 Long
Short
1.3 Credit quality grade 4 or 5 Long
Short
1.4 Credit quality grade 6 Long
Short
1.5 Unrated Long
Short
Qualifying
1.6 Issued by multilateral development banks Long
Short
1.7 Issued by public sector entities (excluding sovereign foreign public sector entities) Long
Short
1.8 Issued by banks Long
Short
1.9 Issued by securities firms Long
Short
1.10 Issued by corporates Long
Short
Non-qualifying
1.11 Credit quality grade 4 Long
Short
1.12 Credit quality grade 5 Long
Short
1.13 Unrated Long
Short
1.14 TOTAL (Items 1.1 to 1.13) Long
Short
1.15 Market risk capital charge factor 0.00% 0.25% 1.00% 1.60% 8.00% 12.00% _____%
1.16 Long
Short
1.17 APPLICABLE TOTAL MARKET RISK CAPITAL CHARGE FOR SPECIFIC RISK
FOR INTEREST RATE EXPOSURES (Note (2)) Note:
Over 24 months
MARKET RISK CAPITAL CHARGE FOR SPECIFIC RISK FOR INTEREST RATE EXPOSURES Exposures by market risk capital charge factor for specific risk Total market risk capital charge for specific risk (0.00%) Residual maturity (8.00%) (12.00%) To be specified ( %) 6 months or less Over 6 months to 24 months (1) For debt-related option contracts, the delta-weighted positions should be reported above or, if the reporting institution engages only in the purchase of option contracts as defined in the completion instructions, such option contracts can be carved out and reported in Division E.1. (2) During the transitional period (securitization) of 1 January 2012 to 31 December 2013, both dates inclusive, the applicable market risk capital charge for specific risk (i.e. Item 1.17) for the interest rate exposures of a reporting institution is c alculated as the larger of the total market risk capital charge for the long positions or the total market risk capital charge for the short positions reported in the last column of Item 1.16. Upon the expiry of the transitional period (securitization), the applicable market risk capital charge for specific risk (i.e. Item 1.17) of the institution is calculated as the sum of the market risk capital charge for the gross (i.e. long + short) positions reported in the last column of Item 1.16.

Part IV-A1(d):6 -

A.2 Interest rate exposures - general market risk Currency : (separate form for each currency) Maturity method (HK$'000) Long Short Long Short Long Short Long Short 1 1 ≤1 month ≤1 month 0.00% 2 >1 to 3 months >1 to 3 months 0.20% 3 >3 to 6 months >3 to 6 months 0.40% 4 >6 to 12 months >6 to 12 months 0.70% 2 5 >1 to 2 years >1.0 to 1.9 years 1.25% 6 >2 to 3 years >1.9 to 2.8 years 1.75% 7 >3 to 4 years >2.8 to 3.6 years 2.25% 3 8 >4 to 5 years >3.6 to 4.3 years 2.75% 9 >5 to 7 years >4.3 to 5.7 years 3.25% 10 >7 to 10 years >5.7 to 7.3 years 3.75% 11 >10 to 15 years >7.3 to 9.3 years 4.50% 12 >15 to 20 years >9.3 to 10.6 years 5.25% 13 >20 years >10.6 to 12 years 6.00% 14 >12 to 20 years 8.00% 15 >20 years 12.50% TOTAL OVERALL NET OPEN RISK-WEIGHTED POSITION Note:
Zone Time band Coupon
Calculation
For debt-related option contracts, the delta-weighted positions should be reported above or, if the reporting institution engages only in the purchase of option contracts as defined in the completion instructions, such option contracts can be carved out and reported in Division E.1. Overall net open riskweighted position Total market risk capital charge for general market risk Individual positions Risk-weight Risk-weighted positions Coupon of not less than 3% per annum Coupon of less than 3% per annum Debt securities & debt-related derivative contracts Interest rate derivative contracts Total Vertical disallowance Horizontal disallowance in Horizontal disallowance between TOTAL MARKET RISK CAPITAL CHARGE FOR GENERAL MARKET RISK FOR INTEREST RATE EXPOSURES Zone 1 Zone 2 Zone 3 Zones 1 & 2 Zones 2 & 3 Zones 1 & 3

Part IV-A2:7 -

Division B: STM Approach - Equity Exposures (Trading Book) (HK$'000)

Common stocks Long
Short
Convertible securities Long
Short
Commitments to buy or sell equities and equity forward contracts Long
Short
Equity swap contracts (Note (2)) Long
Short
Futures contracts relating to equity indices Long
Short
Futures contracts relating to individual equities Long
Short
Option contracts relating to equity indices (Note (3)) Long
Short
Option contracts relating to individual equities (Note (3)) Long
Short
Others Long
Short
TOTAL Long
Short
Calculation
(A) Gross (long plus short) positions Market risk capital charge factor 8% 8% 8% 8% 8% 8% Market risk capital charge for specific risk (B) Net long or short positions (in absolute value) Market risk capital charge factor 8% 8% 8% 8% 8% 8% Market risk capital charge for general market risk TOTAL MARKET RISK CAPITAL CHARGE FOR EQUITY EXPOSURES Note:
(2)
Stock or futures exchanges
Total Hong Kong Item Nature of item Positions Outside Hong Kong (Note (1)) (1) The reporting institution should report its equity exposures on an exchange-by-exchange basis (i.e. separate column for each stock or futures exchange) and use separate reporting form(s) if the columns of this form are not enough. Where an equity swap contract involves a leg requiring the receipt or payment of fixed or floating rate interest, that leg should be regarded as an interest rate exposure and reported in Division A.2. (3) For equity-related option contracts, the delta-weighted positions should be reported above or, if the reporting institution engages only in the purchase of option contracts as defined in the completion instructions, such option contracts can be carved out and reported in Division E.1.

Part IV-B:8 -

Division C: STM Approach - Foreign Exchange Exposures (HK$'000) Option contracts Total Net delta-weighted net Currency Hong Kong offices Overseas branches Subsidiaries positions of long (short) Note (1) Note (1) Note (1) option contracts position Note (2) US dollars USD Pound sterling GBP Japanese yen JPY Euro EUR Chinese renminbi CNY Canadian dollars CAD Swiss francs CHF Australian dollars AUD Singapore dollars SGD New Zealand dollars NZD Gold GOL Foreign currencies not separately specified above Hong Kong dollars HKD Sum of net long / short positions USD / HKD position Adjusted sum of net long / short positions Calculation

Adjusted sum of net long / short positions
Net position in gold (in absolute value)
. 3. Total net open position (Item 3 = Item 1 + Item 2 )
Market risk capital charge factor 8%
TOTAL MARKET RISK CAPITAL CHARGE FOR FOREIGN EXCHANGE EXPOSURES Note: (1) (2) Net long (short) position excluding option contracts Figures are extracted from Part I columns 5, 7 and 8 (where applicable) of the Return of Foreign Currency Position (MA(BS)6) but reported in HK$’000, subject to any applicable adjustments specified in paragraphs 6(b), 79 and 80 of the completion instructions. For exchange rate-related option contracts, the delta-weighted positions are reported above or, if the reporting institution engages only in the purchase of option contracts as defined in the completion instructions, such option contracts can be carved out and reported in Division E.1.

Part IV-C:9 -

Division D: STM Approach - Commodity Exposures (HK$'000) Net Gross Market risk capital charge factor Total market Long Short long or short long plus short Net Gross risk capital Item Nature of items position positions position position charge for (in absolute value) commodity exposures (1) (2) (3) = (1) - (2) (4) = (1) + (2) (5) (6) (7) = (3) x (5) + (4) x (6)

Platinum 15% 3%
Silver 15% 3%
Other precious metals (excluding gold) _____________ 15% 3%
4 Other precious metals (excluding gold) _____________ 15% 3%
Base metals and non-precious metals _____________ 15% 3%
Base metals and non-precious metals _____________ 15% 3%
Energy _____________ 15% 3%
Energy _____________ 15% 3%
Agricultural assets _____________ 15% 3%
Agricultural assets _____________ 15% 3%
TOTAL MARKET RISK CAPITAL CHARGE FOR COMMODITY EXPOSURES Note: (1) (2) (3) Where a commodity swap contract involves a leg requiring the receipt or payment of fixed or floating rate interest, that leg should be regarded as an interest rate exposure and reported in Division A.2, with the commodity exposure being included in the particular commodity above. For commodity-related option contracts, the delta-weighted positions should be reported above or, if the reporting institution engages only in the purchase of option contracts as defined in the completion instructions, such option contracts can be carved out and reported in Division E.1. The reporting institution should use separate form(s) for reporting of items 3 to 10 above if the rows of this form are not enough.

Part IV-D:10 -

Division E: STM Approach - Option Exposures E.1 Simplified approach (For reporting institutions which purchase only option contracts as defined in the completion instructions.) 1(a) Long option contract with a related position in the underlying exposure of the option contract (HK$'000) Item Nature of the underlying exposure General market risk
1.1 Debt instruments (Note (1)) 0.00% (Note(2)) Note (3)
0.25% (Note(2)) Note (3)
1.00% (Note(2)) Note (3)
1.60% (Note(2)) Note (3)
8.00% (Note(2)) Note (3)
12.00% (Note(2)) Note (3)
To be specified (Note(2)) Note (3)
1.2 Interest rate, i.e. non-debt related (Note (1)) Note (3)
1.3 Equity (Note(1)) 8.00%
1.4 Foreign exchange 8.00%
1.5 Commodity 15.00%
TOTAL MARKET RISK CAPITAL CHARGE FOR OPTION EXPOSURES Note: (1) Only trading book positions should be reported. (2) The classes are same as those in Division A.1(a). (3) The general market risk capital charge should be calculated as per the risk-weights according to the time bands set out in Division A.2. Specific risk 8.00% 0.00% 0.00% 0.00% Report the market risk capital charge for each option contract as well as the related position in the underlying exposure below. Market risk capital charge = (Fair value of the underlying exposure of the option contract) x (Sum of the market risk capital charge factors for general market risk and specific risk for the underlying exposure) – (The amount by which the option contract is in-the-money) Market risk capital charge factor Long underlying exposure & long put option contract Short underlying exposure & long call option contract Total market risk capital charge

Part IV-E1(a):11 -

E.1 Simplified approach (For reporting institutions which purchase only option contracts as defined in the completion instructions.) 1(b) Long call or long put option contracts (HK$'000) Item Nature of the underlying exposure General market risk
1.1 Debt instruments (Note (1)) 0.00% (Note(2)) Note (3)
0.25% (Note(2)) Note (3)
1.00% (Note(2)) Note (3)
1.60% (Note(2)) Note (3)
8.00% (Note(2)) Note (3)
12.00% (Note(2)) Note (3)
To be specified (Note(2)) Note (3)
1.2 Interest rate, i.e. non-debt related (Note (1)) Note (3)
1.3 Equity (Note(1)) 8.00% 8.00%
1.4 Foreign exchange 0.00% 8.00%
1.5 Commodity 0.00% 15.00%
TOTAL MARKET RISK CAPITAL CHARGE FOR OPTION EXPOSURES Note: (1) Only trading book positions should be reported. (2) The classes are same as those in Division A.1(a). (3) The general market risk capital charge should be calculated as per the risk-weights according to the time bands set out in Division A.2. 0.00% Report the market risk capital charge for each option contract below. Such market risk capital charge should be the lesser of (i) the fair value of the underlying exposure of the option contract multiplied by the sum of the market risk capital charge factors for general market risk and specific risk for the underlying exposure of the option contract and (ii) the fair value of the option contract. Market risk capital charge factor Long put option contract Long call option contract Total market risk Specific risk capital charge

Part IV-E1(b):12 -

E.2 Delta-plus approach - gamma and vega risks (For reporting institutions which use the delta-plus approach to report option contracts) 2(a) Debt-related and interest rate option contracts 2(b) Equity option contracts Currency: (separate form for each currency) (HK$'000) (HK$'000) Coupon of not less than 3% per annum Coupon of less than 3% per annum ≤1 month ≤1 month >1 to 3 months >1 to 3 months >3 to 6 months >3 to 6 months >6 to 12 months >6 to 12 months >1 to 2 years >1.0 to 1.9 years >2 to 3 years >1.9 to 2.8 years >3 to 4 years >2.8 to 3.6 years >4 to 5 years >3.6 to 4.3 years >5 to 7 years >4.3 to 5.7 years >7 to 10 years >5.7 to 7.3 years >10 to 15 years >7.3 to 9.3 years >15 to 20 years >9.3 to 10.6 years >20 years >10.6 to 12 years >12 to 20 years >20 years Total 2(a) Note: Report the delta-weighted position of option contracts into Divisions A to D as appropriate. Market risk capital charge for gamma risk (negative gamma impact) Market risk capital charge for vega risk Total 2(b) Time band Market risk capital charge for gamma risk (negative gamma impact) Market risk capital charge for vega risk Types of underlying exposure

Part IV-E2(a) & (b):13 -

E.2 Delta-plus approach - gamma and vega risks (For reporting institutions which use the delta-plus approach to report option contracts) 2(c) Foreign exchange and gold option contracts 2(d) Commodity option contracts (HK$'000) (HK$'000) Market risk capital charge for gamma risk (negative gamma impact) Market risk capital charge for vega risk Types of underlying exposure Market risk capital charge for gamma risk (negative gamma impact) Market risk capital charge for vega risk Total 2(c) Note: Report the delta-weighted position of option contracts into Divisions A to D as appropriate. Types of underlying exposure Total 2(d)

Part IV-E2(c) & (d):14 -

Division F: IMM Approach (Note (1a)) F.1 Market risk capital charge under the IMM approach (HK$'000) VaR / Stressed VaR Number of back-testing exceptions End of quarter Based on Based on VaR / Stressed VaR actual hypothetical (Note (2a)) profit & loss profit & loss (Note (2)) (a) (b) (c) (d) (e) (f) (a) General market risk - VaR and stressed VaR

VaR
1.1
1.2
1.3
1.4
1.5 Aggregate of all risk categories (Note (1))
1.6 Average VaR x multiplication factor mc
(Item 1.6 = Item 1.5 (b) x Item 1.5 (e))
1.7 Market risk capital charge for general market risk calculated by internal models (Item 1.5(a) or item 1.6, whichever is higher)
Stressed VaR
2.1
2.2
2.3
2.4
2.5 Aggregate of all risk categories (Note (1))
2.6 Average stressed VaR x multiplication factor ms
(Item 2.6 = Item 2.5 (b) x item 2.5 (e))
2.7 Market risk capital charge for general market risk calculated by internal models (Item 2.5(a) or item 2.6, whichever is higher)
Total market risk capital charge for general market risk calculated by internal models - VaR and stressed VaR (Item 1.7 + item 2.7)
(b) Specific risk - VaR and stressed VaR
VaR
1.1 Specific risk calculated by internal models (Note (3))
1.2 Average VaR x multiplication factor mc
(Item 1.2 = Item 1.1 (b) x Item 1.1 (e))
1.3 Market risk capital charge for specific risk calculated by internal models (Item 1.1(a) or item 1.2, whichever is higher)
Stressed VaR
2.1 Specific risk calculated by internal models (Note (3))
2.2 Average stressed VaR x multiplication factor ms
(Item 2.2 = Item 2.1 (b) x item 2.1 (e))
2.3 Market risk capital charge for specific risk calculated by internal models (Item 2.1(a) or item 2.2, whichever is higher)
Total market risk capital charge for specific risk calculated by internal models - VaR and stressed VaR (Item 1.3 + Item 2.3)
Foreign exchange
Commodity
Foreign exchange
Commodity
Total market risk capital charge Interest rate Equity Multiplication factor for VaR (mc ) / Stressed VaR (ms ) Average VaR / Stressed VaR over last 60 trading days Item Nature of items Interest rate Equity

Part IV-F:15 -

F.1 Market risk capital charge under the IMM approach (HK$'000) (c) Specific risk - Incremental risk charge (IRC), comprehensive risk charge (CRC) and supplemental capital charge (SCC) Item Nature of items IRC / CRC Latest Average over last 12 weeks (a) (b) (c) (d)

IRC
1.1
1.2
1.3
1.4 Market risk capital charge for specific risk calculated by internal models (Item 1.4 = Item 1.3 (c)(Si) x the higher of (Item 1.3 (a) or Item 1.3 (b))
CRC - Correlation trading portfolio
2.1 CRC
2.2 CRC calculated by internal models (Item 2.1 (c) (Sc) x the higher of (Item 2.1 (a) or Item 2.1 (b))
2.3.1 Market risk capital charge for specific risk for long positions calculated under the STM approach
2.3.2 Market risk capital charge for specific risk for short positions calculated under the STM approach
2.3 Floor for CRC (Item 2.3 = 8% x the higher of (Item 2.3.1 or Item 2.3.2))
2.4 Market risk capital charge for specific risk (Item 2.4 = the higher of Item 2.2 or Item 2.3)
Supplemental capital charge arising from the correlation trading portfolio
Total market risk capital charge for specific risk calculated by internal models - IRC, CRC and SCC (Item 1.4 + item 2.4 + item 3)
(d) Total market risk capital charge for specific risk calculated by internal models (Item F.1(b)3 + item F.1(c)4) (e) TOTAL MARKET RISK CAPITAL CHARGE UNDER THE IMM APPROACH (Item F.1(a)3 + item F.1(d)) F.2 Largest daily losses over the quarter (HK$'000) Amount of loss (absolute value) VaR Note: (1a) (1) (2a) (4) The multiplication factor is the sum of (i) the value of three; (ii) the plus factor based on the number of back-testing exceptions for the last 250 trading days based on the VaR (but not the stressed VaR); and (iii) any additional plus factor assigned to the institution by the MA. IRC - Interest rate A reporting institution must use the STM approach to calculate the market risk capital charge for specific risk for the following specific risk interest rate exposures irrespective of the approach it adopts for calculating the VaR and stressed VaR for general market risk and (where applicable) specific risk for those exposures:
(a) securitization exposures which fall within section 286(a)(ii) of the Banking (Capital) Rules; (b) exposures which fall within section 286(a)(iii) of the Banking (Capital) Rules (i.e. correlation trading portfolio) but for which the institution does not have the approval of the MA to calculate a comprehensive risk charge; and (c) nth-to-default credit derivative contracts which fall within section 286(a)(iv) of the Banking (Capital) Rules. Scaling factor for IRC (Si ) / CRC (Sc ) (Note (4)) Total market risk capital charge If the stressed VaR as at the end of the reporting quarter is not available, reporting institutions should report the latest available stressed VaR in the relevant cells. For VaR and stressed VaR, the total reported under the individual items is not necessarily equal to the sum of their respective components because of the correlation across the risk categories. IRC - Equity Aggregate of risk categories Date (DD/MM/YYYY) The scaling factor is 1 or such other value as the MA may specify in a notice in writing given to the institution. (3) If a reporting institution uses one internal model to calculate both the market risk capital charge for general market risk and market risk capital charge for specific risk, the institution does not need to report its calculation for general market risk and specific risk separately. The figures reported in Section (a) in respect of general market risk can cover both general market risk and specific risk, and the institution is not required to complete Section (b) in respect of specific risk. (2)

Part IV-F:16 -

Division G: Risk-weighted Amount for Market Risk (HK$'000)

Total market risk capital charges under the STM approach
Division A.2 (Note (1)) Division B Division C Division D Total (a) 1(a) (b)A 1(b) (c) 2(a) (Note (1)) (d) 2(b) 2(c) 2(d) (A)
Total market risk capital charges under the IMM approach (Item Division F.1(e)) (B)
TOTAL RISK-WEIGHTED AMOUNT FOR MARKET RISK [(Item A + Item B) x 12.5]
Note: (1) The sum of the market risk capital charges for all currencies should be reported. Division A.1 Division E

Part IV-G:17 -

Part V: Risk-weighted Amount for Operational Risk
Capital
Charge
Factor
%

BIA Approach 15
STO Approach
2.1 a. Corporate finance 18
b. Trading and sales 18
c. Retail banking 12
d. Commercial banking 15 e. Payment and settlement 18 f. Agency services 15 g. Asset management 12 h. Retail brokerage 12
i. Unclassified 18
2.2 TOTAL
ASA Approach
3.1 a. Retail banking 12
b. Commercial banking 15
c. SUBTOTAL
3.2 a. Corporate finance 18
b. Trading and sales 18
c. Payment and settlement 18
d. Agency services 15 e. Asset management 12 f. Retail brokerage 12 g. Unclassified 18 h. SUBTOTAL
3.3 3.1a & 3.1b as one business line 15
3.4 3.2a to 3.2g as one business line 18
3.5 TOTAL
Capital charge for operational risk
RISK-WEIGHTED AMOUNT FOR OPERATIONAL RISK
(5 = 4 X 12.5)
Item Nature of item First Year Second Year Third Year First Year Second Year Third Year Gross Income/Loans & Advances HK$'000 Capital Charges HK$'000

Part V: 1 -

Part VI: Risk-weighted Amount for Sovereign Concentration Risk
Risk-weighted amount
HK$'000
1(a)
1(b)
1(c)
1(d)
1(e)
1(f)
1(g)
1(h)
1(i)
1(j)

Countries to which the AI has concentrated sovereign exposure
Total Risk-weighted Amount for Sovereign Concentration Risk
Item Countries

Part VI: 1 -

Revised Banking Returns and Disclosure Templates for Counterparty Credit Risk Framework Implementation

This class is not yet available for reporting. CIS exposures should be reported in item 29c.

This class is not yet available for reporting. CIS exposures should be reported in item 20g.

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