Regulatory Alerts2021-05-12
Added · Updated
Revised Banking Returns and Disclosure Templates for Counterparty Credit Risk Framework Implementation
The Monetary Authority requires Authorized Institutions incorporated in Hong Kong to submit combined or consolidated returns detailing their Capital Adequacy Ratios as at a specified date. The document mandates the use of specific templates for calculating capital bases, risk-weighted amounts under various approaches including the BSC, IRB, and SEC-IRBA methods, and capital buffer requirements. Submission deadlines are set within one month or six weeks after the end of each quarter, depending on the institution's overseas branch status and return type. The return must be completed in accordance with issued completion instructions to ensure all requisite information is provided in the required form.
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