Regulatory Alerts2021-06-04
Added · Updated
Completion Instructions for Return of Large Exposures
The Hong Kong Monetary Authority issued these completion instructions to guide authorized institutions in reporting large exposures via Form MA(BS)28 under the Banking (Exposure Limits) Rules. The document establishes reporting deadlines of six weeks per quarter and defines critical terms such as connected parties, group affiliates, and large exposures exceeding 10% of Tier 1 capital. It further details the methodologies for determining exposure values, including the treatment of credit risk mitigation and specific calculation requirements for derivative contracts and securities financing transactions.
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