Return template MA(BS)3 Part IIIa: Risk-weighted Amount for Credit Risk (BSC Approach) and Cryptoasset Exposures

Part IIIa: Risk-weighted Amount for Credit Risk (BSC Approach) Division A1: Risk-weighted Amount by Exposure Class (Other than Cryptoassets)

(in HK$'000)

Item	Nature of item	On-balance sheet exposures	Off-balance sheet exposures
		Principal Amount (A1)	Principal Amount / Notional Amount (A2)	Credit Equivalent Amount (A3)	Default Risk Exposure (A4)	Risk-weight % (A5)	Risk-weighted Amount (A6) = (A1+A3+A4) x A5
Class I Sovereign Exposures
1a.	Loans to or guaranteed by sovereigns of Tier 1 countries					0	0
1b.	Fixed rate debt securities with residual maturity of less than 1 year or floating rate debt securities of any maturity issued by sovereigns of Tier 1 countries					10
1c.	Fixed rate debt securities with residual maturity of not less than 1 year issued by sovereigns of Tier 1 countries					20
1d.	Fixed rate debt securities with residual maturity of less than 1 year or floating rate debt securities of any maturity guaranteed by sovereigns of Tier 1 countries					10
1e.	Fixed rate debt securities with residual maturity of not less than 1 year guaranteed by sovereigns of Tier 1 countries					20
1f.	Loans to or guaranteed by sovereigns of Tier 2 countries which are domestic currency exposures					0	0
1g.	Fixed rate debt securities with residual maturity of less than 1 year or floating rate debt securities of any maturity issued by sovereigns of Tier 2 countries, which are domestic currency exposures					10
1h.	Fixed rate debt securities with residual maturity of not less than 1 year issued by sovereigns of Tier 2 countries, which are domestic currency exposures					20
1i.	Fixed rate debt securities with residual maturity of less than 1 year, or floating rate debt securities of any maturity, which are domestic currency exposures guaranteed by sovereigns of Tier 2 countries					10
1j.	Fixed rate debt securities with residual maturity of not less than 1 year which are domestic currency exposures guaranteed by sovereigns of Tier 2 countries					20
1k.	Other exposures to sovereigns of Tier 2 countries					100
1l.	Exposures to relevant international organizations					0	0
SUBTOTAL
Class II Public Sector Entity (PSE) Exposures
2a.	Exposures to PSEs of Tier 1 countries					20
2b.	Exposures to PSEs of Tier 2 countries					100
SUBTOTAL

	On-balance sheet exposures	Off-balance sheet exposures
Item	Nature of item	Principal Amount (A1)	Principal Amount / Notional Amount (A2)	Credit Equivalent Amount (A3)	Default Risk Exposure (A4)	Risk-weight % (A5)	Risk-weighted Amount (A6) = (A1+A3+A4) x A5
Class III	Multilateral Development Bank (MDB) Exposures
3.	Risk-weight 0%					0	0
	SUBTOTAL						0
Class IV	Unspecified Multilateral Body Exposures
4.	Risk-weight 50%					50
	SUBTOTAL
Class V	Bank Exposures
5a.	Exposures to authorized institutions					20
5b.	Exposures to banks incorporated in Tier 1 countries					20
5c.	Exposures to banks incorporated in Tier 2 countries with residual maturity of less than 1 year					20
5d.	Exposures to banks incorporated in Tier 2 countries with residual maturity of not less than 1 year					100
	SUBTOTAL
Class VI	Eligible Covered Bond Exposures
6a.	Risk-weight 10%					10
6b.	Risk-weight 50%					50
	SUBTOTAL
Class VII	IPO Financing
7.	Risk-weight 0%					0	0
	SUBTOTAL						0
Class VIII	Cash and Gold
8a.	Notes and coins					0	0
8b.	Government certificates of indebtedness					0	0
8c.	Gold bullion held by AI, or held by others on an allocated basis, to the extent backed by gold liabilities					0	0
8d.	Gold bullion held on an unallocated basis for AI by another person, to the extent backed by gold liabilities
8e.	Gold bullion held not backed by gold liabilities					100
8f.	Exposures collateralized by cash collateral					0	0
	SUBTOTAL
Class IX	Exposures to Items in the Process of Clearing or Settlement
9a.	Unsettled clearing items processed through HK interbank clearing system					0	0
9b.	Receivables from transactions in securities, foreign exchange and commodities that are not yet due for settlement					0	0
9c.	Cheques, drafts, etc. in the process of collection					20
9d.	Positive current exposures from delivery-versus-payment (DVP) transactions which remain unsettled after the settlement date
9d(i).	for up to 4 business days					0	0
9d(ii).	for 5 to 15 business days					100
9d(iii).	for 16 to 30 business days					625
9d(iv).	for 31 to 45 business days					937.5
9d(v).	for 46 or more business days					1250
9e.	Payments made, things delivered, and positive current exposures from non-DVP transactions which remain unsettled after the settlement date
9e(i).	for up to 4 business days
9e(ii).	for 5 or more business days					1250
	SUBTOTAL

(in HK$'000)

	On-balance sheet exposures	Off-balance sheet exposures
Item	Nature of item	Principal Amount (A1)	Principal Amount / Notional Amount (A2)	Credit Equivalent Amount (A3)	Default Risk Exposure (A4)	Risk-weight % (A5)	Risk-weighted Amount (A6) = (A1+A3+A4) x A5
Class XA	Regulatory Residential Real Estate Exposures
10a.	Not materially dependent on cash flows generated by mortgaged properties
10a(i).	Risk-weight 40%					40
10a(ii).	Risk-weight 50%					50
10a(iii).	Risk-weight 100%					100
10b.	Materially dependent on cash flows generated by mortgaged properties
10b(i).	Risk-weight 50%					50
10b(ii).	Risk-weight 70%					70
10b(iii).	Risk-weight 120%					120
10c.	Exposures subject to risk-weights specified by overseas regulators
	SUBTOTAL
Class XB	Other Real Estate Exposures
10d.	Exposures for land acquisition or properties development and construction					150
10e.	Exposures that are not regulatory residential real estate exposures					150
10f.	Exposures subject to risk-weights specified by overseas regulators
	SUBTOTAL
Class XIA	Equity Exposures
11a.	Risk-weight 250%					250
11b.	Risk-weight 400%					400
	SUBTOTAL
Class XIB	Significant Capital Investments in Commercial Entities
11c.	Risk-weight 250%					250
11d.	Risk-weight 400%					400
11e.	Risk-weight 1250%					1250
	SUBTOTAL
Class XIC	Insignificant and Significant LAC Investments
11f.	Insignificant LAC investment
11f(i).	Risk-weight 150%					150
11f(ii).	Risk-weight 250%					250
11f(iii).	Risk-weight 400%					400
11g.	Significant LAC investment
11g(i).	Risk-weight 150%					150
11g(ii).	Risk-weight 250%					250
11g(iii).	Risk-weight 400%					400
11h.	Holdings of non-capital LAC liabilities					150
11i.	Holdings of non-capital LAC liabilities to which s.48(4) applies					0	0
	SUBTOTAL
Class XID	Subordinated Debts
11j.	Risk-weight 150%					150
	SUBTOTAL

	On-balance sheet exposures	Off-balance sheet exposures
Item	Nature of item	Principal Amount (A1)	Principal Amount / Notional Amount (A2)	Credit Equivalent Amount (A3)	Default Risk Exposure (A4)	Risk-weight % (A5)	Risk-weighted Amount (A6) = (A1+A3+A4) x A5
Class XII	Other Exposures
12a.	Exposures to corporates or individuals not elsewhere reported					100
12b.	Premises, plant and equipment, other fixed assets for own use, and other interest in land					100
12c.	Multiple-name credit-linked notes / sold credit protection to basket of exposures
12d.	First loss portion of credit protection					1250
12e.	Other exposures not elsewhere reported whose risk-weight is 100%					100
12f.	Other exposures not elsewhere reported
12f(i).
12f(ii).
12f(iii).
12f(iv).
	SUBTOTAL
Class XIII	Collective Investment Scheme Exposures (CIS exposures)
13a.	Look-through approach / third-party approach
13a(i).	Risk-weight ≤20%
13a(ii).	Risk-weight > 20% - 50%
13a(iii).	Risk-weight > 50% - 100%
13a(iv).	Risk-weight > 100% - 250%
13a(v).	Risk-weight > 250% - 650%
13a(vi).	Risk-weight > 650% - 1250%
13b.	Mandate-based approach
13b(i).	Risk-weight ≤20%
13b(ii).	Risk-weight > 20% - 50%
13b(iii).	Risk-weight > 50% - 100%
13b(iv).	Risk-weight > 100% - 250%
13b(v).	Risk-weight > 250% - 650%
13b(vi).	Risk-weight > 650% - 1250%
13c.	Fall-back approach
13c(i).	Risk-weight 1250%					1250
13d.	Combination of approaches
13d(i).	Risk-weight ≤20%
13d(ii).	Risk-weight > 20% - 50%
13d(iii).	Risk-weight > 50% - 100%
13d(iv).	Risk-weight > 100% - 250%
13d(v).	Risk-weight > 250% - 650%
13d(vi).	Risk-weight > 650% - 1250%
	SUBTOTAL

Total risk-weighted amount (on-balance sheet, Division A1) (A7)
Total risk-weighted amount (off-balance sheet, Division A1) (A8)
TOTAL RISK-WEIGHTED AMOUNT FOR CREDIT RISK (BSC APPROACH) (A9) = (A7) + (A7a) + (A8) + (A8a)

Division A2: Risk-weighted Amount for Cryptoasset Exposures

(in HK$'000)

	On-balance sheet exposures	Off-balance sheet exposures
Item	Nature of item	Principal Amount (A1)	Principal Amount / Notional Amount (A2)	Credit Equivalent Amount (A3)	Risk-weight % (A4)	Risk-weighted Amount (A5) = (A1+A3) x A4
1. Group 1a cryptoasset exposures
1a.	Cryptoassets issued by HKSAR Government
1b.	Cryptoassets issued by DPSEs
1c.	Cryptoassets issued by other issuers				1250
	SUBTOTAL
2. Group 1b cryptoasset exposures
2a.	Risk-weight 1250%				1250
	SUBTOTAL
3. Top 5 Group 1 cryptoassets by RWA
3a.
3b.
3c.
3d.
3e.
	SUBTOTAL

Total risk-weighted amount (on-balance sheet, Division A2) (A7a)
Total risk-weighted amount (off-balance sheet, Division A2) (A8a)

Division B: Breakdown of Off-balance Sheet Exposures by Types of Transaction and Obligor

I. Off-balance Sheet Exposures other than Default Risk Exposures in respect of Derivative Contracts and SFTs

(in HK$'000)

Out of which:
Item Nature of item Credit
Conversion
Factor
%
Total
Principal
Amount
(net of specific provisions)
Total Credit
Equivalent
Amount
Sovereign exposures
PSE exposures
MDB exposures and unspecified multilateral body exposures Bank exposures Real estate exposures CIS exposures Group 1a cryptoasset exposures Group 1b cryptoasset exposures Other exposures (B1) (B2) (B3) (B4) (B5) (B6) (B7) (B8) (B9) (B10) (B11) (B12)

1. Direct credit substitutes 100
2. Transaction-related contingencies 50
3. Trade-related contingencies 20
4. Asset sales with recourse 100
5. Sale and repurchase agreements
   (excluding repo-style transactions) 100
6. Forward asset purchases 100
7. Partly paid-up shares and securities 100
8. Forward forward deposits placed 100
9. Note issuance and revolving
   underwriting facilities 100
   10a. Exempt commitments 0 0 0
   10b. Other commitments (CCF at 10%) 10
   10c. Other commitments (CCF at 40%) 40
   11.
   Off-balance sheet exposures not specified above 11a. 100 11b.
   11c.
   11d.
   SUBTOTAL

II. Default Risk Exposures in respect of Derivative Contracts (Current Exposure Method): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades)

(in HK$'000)

Item	Nature of item			Out of which:
	Type of Contract	Total Notional Amount (B13)	Total Default Risk Exposure (B14)	Sovereign exposures (B15)	PSE exposures (B16)	MDB exposures and unspecified multilateral body exposures (B17)	Bank exposures (B18)	Exposures to corporates or individuals (B19)
12.	Interest rate contracts
13.	Exchange rate contracts
14.	Credit-related derivative contracts
15.	Equity-related derivative contracts
16.	Commodity-related derivative contracts
17a.	Group 1a cryptoasset derivative contracts
17b.	Group 1b cryptoasset derivative contracts
17c.	Group 2a cryptoasset derivative contracts
18.	Other derivative contracts not specified above
	SUBTOTAL
19.	Of which: Offsetting or CCP-related transactions with clearing members or clearing clients

IIIA. Default Risk Exposures in respect of Derivative Contracts (SA-CCR approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades)

Item	Nature of item
20.	Unmargined contracts not covered by recognized netting
	Type of Contract	Total Notional Amount (B20)	Total Replacement Cost (B21)	Total Potential Future Exposure (B22)	Total Default Risk Exposure (B23)	Out of which:
						Sovereign exposures (B24)	PSE exposures (B25)	MDB exposures and unspecified multilateral body exposures (B26)	Bank exposures (B27)	Exposures to corporates or individuals (B28)
20a.	Interest rate contracts
20b.	Exchange rate contracts
20c.	Credit-related derivative contracts
20d.	Equity-related derivative contracts
20e.	Commodity-related derivative contracts
20f.	Group 1a cryptoasset derivative contracts
20g.	Group 1b cryptoasset derivative contracts
20h.	Group 2a cryptoasset derivative contracts
	SUBTOTAL
21.	Margined contracts not covered by recognized netting
	Type of Contract	Total Notional Amount (B20)	Total Replacement Cost (B21)	Total Potential Future Exposure (B22)	Total Default Risk Exposure (B23)	Out of which:
						Sovereign exposures (B24)	PSE exposures (B25)	MDB exposures and unspecified multilateral body exposures (B26)	Bank exposures (B27)	Exposures to corporates or individuals (B28)
21a.	Interest rate contracts
21b.	Exchange rate contracts
21c.	Credit-related derivative contracts
21d.	Equity-related derivative contracts
21e.	Commodity-related derivative contracts
21f.	Group 1a cryptoasset derivative contracts
21g.	Group 1b cryptoasset derivative contracts
21h.	Group 2a cryptoasset derivative contracts
21i.	Multiple netting sets covered by single variation margin agreement
	SUBTOTAL
22.	Contracts covered by recognized netting
	Type of Contract	Total Notional Amount (B20)	Total Replacement Cost (B21)	Total Potential Future Exposure (B22)	Total Default Risk Exposure (B23)	Out of which:
						Sovereign exposures (B24)	PSE exposures (B25)	MDB exposures and unspecified multilateral body exposures (B26)	Bank exposures (B27)	Exposures to corporates or individuals (B28)
22a.	Interest rate contracts
22b.	Exchange rate contracts
22c.	Credit-related derivative contracts
22d.	Equity-related derivative contracts
22e.	Commodity-related derivative contracts
22f.	Group 1a cryptoasset derivative contracts
22g.	Group 1b cryptoasset derivative contracts
22h.	Group 2a cryptoasset derivative contracts
	SUBTOTAL
23.	Out of the amounts reported in items 20, 21 and 22, the amounts for offsetting or CCP-related transactions with clearing members or clearing clients
	Type of Contract	Total Notional Amount (B20)	Total Replacement Cost (B21)	Total Potential Future Exposure (B22)	Total Default Risk Exposure (B23)	Out of which:
						Sovereign exposures (B24)	PSE exposures (B25)	MDB exposures and unspecified multilateral body exposures (B26)	Bank exposures (B27)	Exposures to corporates or individuals (B28)
23a.	Offsetting / CCP-related transactions
	SUBTOTAL
IIIB.	Default Risk Exposures in respect of Group 2b Cryptoasset Derivative Contracts: Bilateral Trades (including centrally cleared trades that are treated as bilateral trades)
24.
	Type of Contract	Total Notional Amount (B20)	Total Replacement Cost (B21)	Total Potential Future Exposure (B22)	Total Default Risk Exposure (B23)	Out of which:
						Sovereign exposures (B24)	PSE exposures (B25)	MDB exposures and unspecified multilateral body exposures (B26)	Bank exposures (B27)	Exposures to corporates or individuals (B28)
24a.	Group 2b cryptoasset derivative contracts
	SUBTOTAL
24b.	Of which: Offsetting or CCP-related transactions with clearing members or clearing clients

IV. Default Risk Exposures in respect of SFTs (Non-IMM(CCR) Approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades)

	(in HK$'000)
Item	Nature of item
25.	SFTs
	Type of Contract	Total Default Risk Exposure (B29)	Out of which:
			Sovereign exposures (B30)	PSE exposures (B31)	MDB exposures and unspecified multilateral body exposures (B32)	Bank exposures (B33)	Exposures to corporates or individuals (B34)
25a.	SFTs
25b.	Of which:
25b(i).	Assets delivered are Group 1 cryptoassets
25b(ii).	Assets delivered are Group 2 cryptoassets
	SUBTOTAL
25c.	Of which: Offsetting or CCP-related transactions with clearing members or clearing clients

V. Default Risk Exposures (IMM(CCR) Approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades)

(in HK$'000)

Item	Nature of item	Portfolio-level Risk-weighted Amount (B35)
26.	Based on current market data
27.	Based on stress calibration

Item	Nature of item				Out of which:
	Type of Contract	Total Notional Amount (B36)	Total Principal Amount (B37)	Total Default Risk Exposure (B38)	Sovereign exposures (B39)	PSE exposures (B40)	MDB exposures and unspecified multilateral body exposures (B41)	Bank exposures (B42)	Exposures to corporates or individuals (B43)
28.	Netting sets (not subject to recognized netting)
28a.	Derivative contracts (excluding LSTs)
	Of which:
28a(i).	Group 1a cryptoasset derivative contracts
28a(ii).	Group 1b cryptoasset derivative contracts
28b.	SFTs (excluding LSTs)
28c.	Long settlement transactions (LSTs)
	SUBTOTAL

29.	Netting sets (subject to valid bilateral netting agreements)				Out of which:
	Type of Contract	Total Notional Amount (B36)	Total Principal Amount (B37)	Total Default Risk Exposure (B38)	Sovereign exposures (B39)	PSE exposures (B40)	MDB exposures and unspecified multilateral body exposures (B41)	Bank exposures (B42)	Exposures to corporates or individuals (B43)
29a.	Derivative contracts
	Of which:
29a(i).	Group 1a cryptoasset derivative contracts
29a(ii).	Group 1b cryptoasset derivative contracts
29b.	SFTs
29c.	Long settlement transactions
	SUBTOTAL

30.	Netting sets (subject to valid cross-product netting agreements)				Out of which:
	Type of Contract	Total Notional Amount (B36)	Total Principal Amount (B37)	Total Default Risk Exposure (B38)	Sovereign exposures (B39)	PSE exposures (B40)	MDB exposures and unspecified multilateral body exposures (B41)	Bank exposures (B42)	Exposures to corporates or individuals (B43)
30a.	Derivative contracts
	Of which:
30a(i).	Group 1a cryptoasset derivative contracts
30a(ii).	Group 1b cryptoasset derivative contracts
30b.	Repo-style transactions
30c.	Margin lending transactions
	SUBTOTAL

31.	Out of the amounts reported in items 28, 29 and 30, the amounts for offsetting or CCP-related transactions with clearing members or clearing clients				Out of which:
	Type of Contract	Total Notional Amount (B36)	Total Principal Amount (B37)	Total Default Risk Exposure (B38)	Sovereign exposures (B39)	PSE exposures (B40)	MDB exposures and unspecified multilateral body exposures (B41)	Bank exposures (B42)	Exposures to corporates or individuals (B43)
31a.	Offsetting / CCP-related transactions
	SUBTOTAL