2022-07-11

Added · Updated

Completion Instructions for Return of Capital Adequacy Ratio Form MA(BS)3 Part VI – Sovereign Concentration Risk

The Hong Kong Monetary Authority issued these completion instructions to guide locally incorporated authorized institutions in reporting sovereign concentration risk under the Capital Adequacy framework. The document provides specific directives for calculating and disclosing the risk-weighted amount associated with sovereign exposures within Form MA(BS)3. It ensures consistent regulatory reporting by detailing the methodology for assessing and presenting sovereign concentration risk data.

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Hong Kong

Hong Kong Monetary Authority

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CIR

Current

Issue Date:

11 Jul 2022

20220711-16-EN.pdf (244.9 KB)

Topic:

Capital Adequacy - Sovereign Concentration Risk

Group:

Locally Incorporated Authorized Institutions

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