CCyB: revised SPM module CA-B-3 and return MA(BS)25

AB / 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 Information requested in this return is required under section 63(2) of the Banking Ordinance. The return should be submitted to the Monetary Authority not later than 1 month after the end of each quarter, unless otherwise advised by the Monetary Authority. Note: This return is to be prepared in accordance with the completion instructions issued by the Monetary Authority We certify that this return is, to the best of our knowledge and belief, correct. 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)25 (03/2025) The Banking Ordinance Chief Executive Name Telephone Number SECRET under the Banking Ordinance QUARTERLY REPORTING ON THE COUNTERCYCLICAL CAPITAL BUFFER (CCyB) *COMBINED / CONSOLIDATED RETURN As at ______________________

Quarterly Reporting on the Countercyclical Capital Buffer (CCyB) (HK$ '000) unless otherwise stated (1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) Under STC Approach (BCR Part 4) Under BSC Approach (BCR Part 5) Under IRB Approach (BCR Part 6) For Exposures to CCPs (BCR Division 4 of Part 6A) For Securitization Exposures (BCR Part 7) For Market Risk (BCR Part 8 and §3(O)(1)(b)) Total RWA [Sum of Columns (1) through (6)] CCyB ratio / Applicable JCCyB ratio (%) Product of Column (7) x Column (8) for Each Jurisdiction CCyB ratio / Applicable JCCyB ratio (%) Product of Column (7) x Column (10) for Each Jurisdiction CCyB ratio / Applicable JCCyB ratio (%) Product of Column (7) x Column (12) for Each Jurisdiction CCyB ratio / Applicable JCCyB ratio (%) Product of Column (7) x Column (14) for Each Jurisdiction CCyB ratio / Applicable JCCyB ratio (%) Product of Column (7) x Column (16) for Each Jurisdiction d. As of the 4th quarter after the current reporting quarter (Q0+4) CCyB ratio Total across jurisdictions Hong Kong, China Mainland China … … … Column Jurisdiction Code RWA for private sector credit exposures (BCR §3N and §3O(1)) As of the current quarter (Q0) a. As of the 1st quarter after the current reporting quarter (Q0+1) b. As of the 2nd quarter after the current reporting quarter (Q0+2) c. As of the 3rd quarter after the current reporting quarter (Q0+3)