Regulatory Alerts2024-02-28
Added · Updated
Completion Instructions for Return of Capital Adequacy Ratio Form MA(BS)3(IIIa)
Authorized institutions incorporated in Hong Kong using the basic approach to calculate credit risk must complete Form MA(BS)3(IIIa) to report risk-weighted amounts for specific exposures. The form covers on-balance sheet and off-balance sheet exposures in the banking book, default risk exposures in the trading book, and credit exposures to persons regarding unsegregated collateral, excluding those subject to capital deduction or reported in other specific forms. The instructions define exposure classifications, clarify definitions such as recognized credit risk mitigation and Tier 1 countries, and provide detailed reporting arrangements for items including sovereign exposures, bank exposures, cash items, residential mortgage loans, and collective investment scheme exposures.
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