2024-12-20
Added · Updated
The Hong Kong Monetary Authority has issued a revised quarterly reporting form MA(BS)25 for Authorized Institutions to report on the Countercyclical Capital Buffer. This return mandates the disclosure of risk-weighted assets and applicable buffer ratios across various regulatory approaches, including Standardized, Basic, and Internal Ratings-Based methods. Institutions are required to submit this consolidated or combined data to the Monetary Authority within one month following the end of each quarter.
AB / Co. No. M M Y Y CAT. (For Official Use Only)
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)
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