2021-05-12
Added · Updated
The Hong Kong Monetary Authority issued this circular on 12 May 2021 to provide completion instructions for the revised banking returns and disclosure templates implementing the updated counterparty credit risk framework. The document specifically details the requirements for Enclosure 17, which contains completion instructions for MA(BS)3 Part IV illustrations. These guidelines apply to all authorized institutions to ensure accurate reporting under the revised capital adequacy standards.
CIR
Current
Issue Date:
12 May 2021
20210512-18-EN.pdf (631.6 KB)
Topic:
Capital Adequacy - CCR
Group:
All Authorized Institutions
You may also be interested in
CPR
Archive
18 Jun 2012
Consultation on Basel III implementation
Annex: Consultation Paper on Implementation of Basel III capital standards in Hong Kong (C2) Proposed amendments to Banking (Capital) Rules for implementation of Basel III Counterparty Credit Risk Framework
CIR
Current
02 Mar 2018
Revised Return of Capital Adequacy Ratio (Form MA(BS)3) (“CAR Return”) and New Return of Leverage Ratio (Form MA(BS)27) (“LR Return”)
Annex 19: Revised CAR Return (Form MA(BS)3) - Completion instructions (CIs): Part IIIe (Central Counterparties)
CPR
Archive
18 Jun 2012
Consultation on Basel III implementation
Annex 2: Proposed modifications to Basel III CCR framework for implementation in Hong Kong