Regulatory Alerts2024-02-28
Added · Updated
Completion Instructions for Return of Leverage Ratio (MA(BS)27)
Authorized institutions incorporated in Hong Kong must submit Form MA(BS)27 quarterly to the HKMA within one month after the end of March, June, September, and December. The return requires reporting on the leverage position using solo, solo-consolidated, and consolidated bases, with amounts rounded to the nearest thousand HK$. Institutions must calculate the leverage ratio based on Tier 1 capital and total exposure measure, covering on-balance sheet exposures, derivative contracts, securities financing transactions, and other off-balance sheet exposures according to specified calculation methodologies.
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