Regulatory Alerts2022-07-11
Added · Updated
Completion Instructions for Revised Return of Capital Adequacy Ratio Form MA(BS)3 Part IIIa
The Hong Kong Monetary Authority issued completion instructions for Form MA(BS)3(IIIa), requiring authorized institutions in Hong Kong to report risk-weighted amounts for credit risk using the basic approach under the Banking (Capital) Rules. The document defines specific exposure classifications, including sovereign, bank, and residential mortgage exposures, while providing detailed guidance on avoiding double counting and handling securities financing transactions. It further specifies reporting arrangements for complex instruments such as credit-linked notes and collective investment schemes to ensure accurate capital adequacy calculations.
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