Regulatory Alerts2015-07-20
Added · Updated
Frequently asked questions on the Basel III leverage ratio framework
The Hong Kong Monetary Authority issued this letter to require locally incorporated authorized institutions to incorporate the Basel Committee on Banking Supervision's interpretative guidance into their leverage ratio calculations. The document mandates that institutions apply specific technical elaborations regarding derivative exposures, securities financing transactions, and netting agreements when completing the Quarterly Template on Leverage Ratio. This directive ensures consistent global implementation of the Basel III leverage ratio framework by aligning local reporting with the BCBS FAQs released in July 2015.
More like this from HKMA
HKMA published 11 documents in the last 30 days. We email you each new one the day it's published.