Regulatory Alerts2021-05-12
Added · Updated
Completion Instructions - MA(BS)3 (Part IV) for Revised Banking Returns and Disclosure Templates
Authorized institutions incorporated in Hong Kong must complete Form MA(BS)3(IV) quarterly to report the risk-weighted amount for market risk, unless exempted by the Monetary Authority. Institutions using the standardized approach must calculate capital charges for specific and general market risk based on fair values and ECAI ratings, while those approved for the internal models approach remain required to use the standardized approach for specific risk. Exempted institutions must file the form annually in December to assess their status, with newly authorized institutions required to report for four consecutive quarters before exemption eligibility is considered.
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