Regulatory Alerts2018-03-02
Added · Updated
Return of Leverage Ratio (Form MA(BS)27) Template and Related Banking Returns
Authorized institutions must submit the Return of Leverage Ratio (Form MA(BS)27) to the Monetary Authority no later than 6 weeks after the end of each quarter, as required under section 63(2) of the Banking Ordinance. The form mandates the disclosure of on-balance sheet exposures, derivative exposures, securities financing transaction exposures, and applicable credit conversion factors. Institutions are required to calculate the Leverage Ratio by dividing Tier 1 Capital After Deductions by the total Exposure Measure and certifying the accuracy of the submission.
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