Revised Banking Returns – Capital Adequacy Ratio, Leverage Ratio, Liquidity Position and Stable Funding Position

R1 / Co. No. M M Y Y CAT. (For Official Use Only)

• Delete which is not appropriate. Combined and consolidated returns are defined in the completion instructions. Name of Authorized Institution Date of Submission The Monetary Authority requires the submitting Authorized Institution to provide the information specified in this return to the Monetary Authority, in the form set out in the return, in accordance with section 63(2) of the Banking Ordinance. (a) (b) (c) This return must be completed in accordance with the completion instructions issued by the Monetary Authority to ensure that all requisite information is provided and submitted in the required form. We certify that:

1. This return is, to the best of our knowledge and belief, correct.
2. The capital adequacy ratio was not at any time less than that specified under section 3A or 3B of the Banking (Capital) Rules or, if applicable, specified by the Monetary Authority in a notice served on the institution under section 97F(1) of the Banking Ordinance. Chief Accountant Name Name and telephone number of responsible person who may be contacted by the Monetary Authority in case of any query Name MA(BS)3 (Rev 03/2025) SECRET Information required under the Banking Ordinance CAPITAL ADEQUACY RATIO OF AN AUTHORIZED INSTITUTION INCORPORATED IN HONG KONG *COMBINED / CONSOLIDATED RETURN As at ______________________ The Banking Ordinance Chief Executive Name Telephone Number in the case of a combined return – within 1 month after the end of each quarter; and in the case of a consolidated return – within 1 month after the end of each quarter unless otherwise advised by the Monetary Authority; and if the submission deadline falls on a public holiday, it will be deferred to the next working day. The information, in the form of the duly completed return, must be submitted to the Monetary Authority:

Part I: Summary Certificate on Capital Adequacy Ratios Division A: Calculation of Capital Adequacy Ratios Item Nature of item Reference Column 1 HK$'000 Column 2 HK$'000 Column 3 HK$'000

1. Capital Base Part II 1.1 Tier 1 Capital (A) 1.1(i) Common Equity Tier 1 Capital (B) 1.1(ii) Additional Tier 1 Capital 1.2 Tier 2 Capital 1.3 Total Capital (C)
2. Calculation of Total Risk-weighted Amount 2.1 Risk-weighted amount for credit risk (BSC Approach) Part IIIa 2.2 Part IIIb 2.3 Risk-weighted amount for credit risk (IRB Approach) Part IIIc 2.4 Risk-weighted amount for credit risk (CCP) Part IIIe 2.5 Risk-weighted amount for credit risk (CVA) Part IIIf (only for AIs not using IRB approach) 2.6 (i) SEC-IRBA Part IIId [Item 2.6(i) = Part IIId: Item A5(a)] (ii) Part IIId [Item 2.6(ii) = Part IIId: Item A5(b) + Item A6] 2.7 Total risk-weighted amount for credit risk [Item 2.7 = Item 2.1 + Item 2.2 + Item 2.3 + Item 2.4 + Item 2.5

• Item 2.6(i) + Item 2.6(ii)] 2.8 Risk-weighted amount for market risk MA(BS)3A Part I 2.8a Risk-weighted amount for CVA risk MA(BS)3A Part II 2.9 Risk-weighted amount for operational risk Part V 2.9a Risk-weighted amount for sovereign concentration risk Part VI 2.10 Additional risk-weighted amount due to application of Division B 2.11 Total risk-weighted amount before deductions [Item 2.11 = Item 2.7 + Item 2.8 + Item 2.8a + Item 2.9 + Item 2.9a + Item 2.10] 2.12 Deductions: (i) Portion of regulatory reserve for general banking risks and collective provisions which is not included in Tier 2 Capital (ii) Portion of cumulative fair value gains arising from the revaluation of land and buildings which is not included in Tier 2 Capital (iii) Total deductions (i) + (ii) 2.13 Total risk-weighted amount (D) [Item 2.13 = Item 2.11 - Item 2.12(iii)]

3. Calculation of Common Equity Tier 1 Capital Ratio [(B) / (D)] x 100% = %
4. Calculation of Tier 1 Capital Ratio [(A) / (D)] x 100% = %
5. Calculation of Total Capital Ratio [(C) / (D)] x 100% = % (only for exposures that are risk-weighted under BSC approach, STC approach, SEC-ERBA, SEC-SA and SEC-FBA) Risk-weighted amount for credit risk (STC Approach) Risk-weighted amount for credit risk for securitization exposures under: SEC-ERBA, SEC-SA and SEC-FBA output floor (for an AI using a model-based approach to calculate its credit risk or market risk or both)

• Part I: 1 -

Division B: (for an AI using a model-based approach to calculate its credit risk or market risk or both) Is the authorized institution subject to the output floor? (If yes, proceed to the table below; if no, go directly to Part I Division C) - / Yes / No Item Nature of item Reference Column 1 HK$'000 Column 2 HK$'000 1. (i) (a) Part IIIa (b) Part IIIb (c) Part IIId (d) Part IIIe (ii) (a) MA(BS)3A Part I (b) MA(BS)3A Part I (iii) (a) MA(BS)3A Part II (b) MA(BS)3A Part II (c) MA(BS)3A Part II (iv) Part V (v) (vi) % (vii) 2. (i) (a) Part IIIa (b) Part IIIb (c) Part IIIc (d) Part IIId (e) Part IIId (f) Part IIIe (ii) (a) MA(BS)3A Part I (b) MA(BS)3A Part I (c) MA(BS)3A Part I (iii) (a) MA(BS)3A Part II (b) MA(BS)3A Part II (c) MA(BS)3A Part II (iv) Part V (v) 3. 4. 5. 6. under Standardized CVA Approach Risk-weighted amount for CVA risk under full Basic CVA Approach or reduced Basic CVA Approach aggregate of IMM(CCR) / SA-CCR / CEM / SFT risk-weighted amounts Output floor level [Please specify: %] Adjusted risk-weighted amount after applying output floor level [Item 1(vii) = Item 1(v) x Item 1(vi)] Calculation of risk-weighted amount under the various approaches in use Risk-weighted amount for CVA risk under IMA (alone or in combination with the STM Approach) Risk-weighted amount of concerned exposures subject to the loan classification method Risk-weighted amount for credit risk Risk-weighted amount for market risk Risk-weighted amount for operational risk Total risk-weighted amount [Item 2(iv) = Item 2(i) + Item 2(ii) + Item 2(iii) + Item 2(iv)] under BSC Approach under STC Approach under IRB Approach under SEC-ERBA, SEC-SA and SEC-FBA under SEC-IRBA under Division 4 of Part 6A - CCP exposures under SSTM Approach under STM Approach (alone) Additional risk-weighted amount due to application of output floor [Item 4 = max(0, Item 3)] Concerned exposures subject to the loan classification method under section 356(4) of the BCR (if applicable) Memorandum items: [in relation to Item 1(i)(b)] aggregate of IMM(CCR) / SA-CCR / CEM / SFT risk-weighted amounts Calculation of Output Floor Difference in adjusted risk-weighted amount [Item 3 = Item 1(vii) - Item 2(v)] Calculation of risk-weighted amount for the application of output floor Risk-weighted amount for credit risk Risk-weighted amount for market risk Risk-weighted amount for operational risk Total risk-weighted amount [Item 1(v) = Item 1(i) + Item 1(ii) + Item 1(iii) + Item 1(iv)] under BSC Approach under STC Approach under SEC-ERBA, SEC-SA and SEC-FBA under Division 4 of Part 6A - CCP exposures under SSTM Approach under STM Approach under Standardized CVA Approach under full Basic CVA Approach or reduced Basic CVA Approach

• Part I: 2 -

Division C: Capital Buffer Requirements Item Nature of item Column 1

1. Net CET1 capital ratio % 2 Buffer level [Item 2 = Item 2.1 + Item 2.2 + Item 2.3] % of which: 2.1 Capital conservation buffer ratio % 2.2 Countercyclical capital buffer ratio % 2.3 Higher loss absorbency ratio % (applicable if the institution is a G-SIB or a D-SIB)

• Part I: 3 -

Part II: Capital Base Column 1 Column 2 Item Nature of item HK$'000 HK$'000 Category I - Common Equity Tier 1 ("CET1") Capital (a) CET1 capital instruments (b) Share premium arising from item (a) (c) Retained earnings (i) of which: unaudited profit or loss of the current financial year and profit or loss of the immediately preceding financial year pending audit completion (d) Disclosed reserves (i) of which: fair value through other comprehensive income - financial assets Minority interests arising from CET1 capital instruments issued by the consolidated bank subsidiaries and held by third parties CET1 CAPITAL BEFORE DEDUCTIONS (A) (f) Deduct: Cumulative cash flow hedge reserves that relate to the hedging of financial instruments that are not fair valued on the balance sheet and result from changes in the own credit risk (excluding any debt valuation adjustments referred to in item (xii)) Cumulative fair value gains arising from the revaluation of land and buildings (covering both own-use and investment properties) (iv) Regulatory reserve for general banking risks (v) Goodwill (net of related deferred tax liability) (vi) Other intangible assets (net of related deferred tax liability) (1) of which: Mortgage servicing rights (vii) Defined benefit pension fund assets (net of related deferred tax liability) (viii) Deferred tax assets in excess of deferred tax liabilities (ix) Credit-enhancing interest-only strip, and any gain-on-sale and other increase in the CET1 capital arising from securitization transactions (x) Securitization exposures specified in a notice given by the MA (xi) Valuation adjustments (xii) Debit valuation adjustments in respect of derivative contracts (xiii) Excess of total EL amount over total eligible provisions under the IRB Approach Cumulative losses below depreciated cost arising from the institution's holdings of land and buildings (xv) Capital shortfall of regulated non-bank subsidiaries (xvi) Investments in own CET1 capital instruments Reciprocal cross holdings in CET1 capital instruments issued by any financial sector entities (xvii) (e) (i) (ii) Cumulative fair value gains or losses on liabilities of the institution that are fair-valued (iii) (xiv)

• Part II: 1 -

Column 1 Column 2 Item Nature of item HK$'000 HK$'000 Capital investment in a connected company which is a commercial entity (amount of the net book value of such investment in excess of 15% of the institution's capital base) (1) of which: any amount of loans, facilities or other credit exposures that is required by section 46(1) of BCR to be aggregated with item (f)(xviii) Insignificant LAC investments in CET1 capital instruments issued by financial sector entities that are not subject to consolidation under a section 3C requirement and not covered by the 10% threshold (1) of which: any amount of loans, facilities or other credit exposures that is required by section 46(2) of BCR to be aggregated with item (f)(xix) Significant LAC investments in CET1 capital instruments issued by financial sector entities that are not subject to consolidation under a section 3C requirement and not covered by the 10% threshold (1) of which: any amount of loans, facilities or other credit exposures that is required by section 46(2) of BCR to be aggregated with item (f)(xx) For completion of return on a solo / solo-consolidated basis: Direct holdings of CET1 capital instruments issued by financial sector entities that are members of the institution's consolidation group (1) of which: any loans, facilities or other credit exposures that is required by section 46(2) of BCR to be aggregated with item (f)(xxi) Regulatory deductions applied to CET1 capital due to insufficient Additional Tier 1 capital to cover the required deductions CET1 CAPITAL AFTER DEDUCTIONS (B) Category II - Additional Tier 1 capital (g) Additional Tier 1 capital instruments issued and share premium, if any Applicable amount of capital instruments issued by the consolidated bank subsidiaries and held by third parties ADDITIONAL TIER 1 CAPITAL BEFORE DEDUCTIONS (C) (i) Deduct: (i) Investments in own Additional Tier 1 capital instruments Reciprocal cross holdings in Additional Tier 1 capital instruments issued by financial sector entities Insignificant LAC investments in Additional Tier 1 capital instruments issued by financial sector entities that are not subject to consolidation under a section 3C requirement and not covered by the 10% threshold Significant LAC investments in Additional Tier 1 capital instruments issued by financial sector entities that are not subject to consolidation under a section 3C requirement For completion of return on a solo / solo-consolidated basis: Direct holdings of Additional Tier 1 capital instruments issued by financial sector entities that are members of the institution's consolidation group Regulatory deductions applied to Additional Tier 1 capital due to insufficient Tier 2 capital to cover the required deductions ADDITIONAL TIER 1 CAPITAL AFTER DEDUCTIONS (D) TIER 1 CAPITAL AFTER DEDUCTIONS (B) + (D) = (E) (iii) (iv) (v) (vi) (xx) (xxi) (xxii) (xviii) (xix) (h) (ii) Anti- Anti Solo -avoidance Solo Anti-avoidance - Solo

• Part II: 2 -

Column 1 Column 2 Item Nature of item HK$'000 HK$'000 Category III - Tier 2 capital (j) Tier 2 capital instruments issued and share premium, if any Applicable amount of capital instruments issued by the consolidated bank subsidiaries and held by third parties (l) Reserves attributable to fair value gains on revaluation of holdings of land and buildings Regulatory reserve for general banking risks (For the portion apportioned to BSC approach or STC approach, and SEC-ERBA, SEC-SA and SEC-FBA) Collective provisions (For the portion apportioned to BSC approach or STC approach, and SEC-ERBA, SEC-SA and SEC-FBA) Total of (m) & (n) included in Tier 2 Capital (Limited to 1.25% of risk-weighted amount for credit risk calculated by using BSC approach or STC approach, and SEC-ERBA, SEC-SA and SEC-FBA) (p) Surplus provisions for exposures calculated by using IRB approach Regulatory reserve for general banking risks and collective provisions apportioned to SEC-IRBA TIER 2 CAPITAL BEFORE DEDUCTIONS (F) (r) Deduct: (i) Investments in own Tier 2 capital instruments (ii) Reciprocal cross holdings in Tier 2 capital instruments issued by and non-capital LAC liabilities of financial sector entities Insignificant LAC investments in Tier 2 capital instruments issued by and non-capital LAC liabilities of financial sector entities that are not subject to consolidation under a section 3C requirement and not covered by either the 5% or the 10% threshold Insignificant LAC investments in non-capital LAC liabilities of financial sector entities previously designated for the 5% threshold but no longer able to meet the conditions set out in section 2(3)(a) of Schedule 4F to BCR (For institutions defined as "section 2 institution" under section 2(1) of Schedule 4F to BCR) Significant LAC investments in Tier 2 capital instruments issued by financial sector entities that are not subject to consolidation under a section 3C requirement Significant LAC investments in non-capital LAC liabilities of financial sector entities that are not subject to consolidation under a section 3C requirement For completion of return on a solo / solo-consolidated basis: Direct holdings of Tier 2 capital instruments issued by financial sector entities that are members of the institution's consolidation group Regulatory deductions applied to Tier 2 capital to cover the required deductions falling within section 48(1)(g) of BCR TIER 2 CAPITAL AFTER DEDUCTIONS (G) CAPITAL BASE (E) + (G) = (H) (viii) (vi) (o) (q) (Limited to 0.6% of risk-weighted amount for credit risk calculated by using SEC-IRBA) (iii) (iv) (v) (n) (vii) (k) (m) Solo

• Part II: 3 -

Part IIIa: Risk-weighted Amount for Credit Risk (BSC Approach) Division A: Risk-weighted Amount by Exposure Class (in HK$'000) On-balance sheet exposures Item Nature of item Principal Amount Principal Amount / Notional Amount Credit Equivalent Amount Default Risk Exposure Risk￾weight % Risk￾weighted Amount (A1) (A2) (A3) (A4) (A5) (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 Off-balance sheet exposures

• Part IIIa: 1 -

(in HK$'000) On-balance sheet exposures Item Nature of item Principal Amount Principal Amount / Notional Amount Credit Equivalent Amount Default Risk Exposure Risk￾weight % Risk￾weighted Amount (A1) (A2) (A3) (A4) (A5) (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 Off-balance sheet exposures

• Part IIIa: 2 -

(in HK$'000) On-balance sheet exposures Item Nature of item Principal Amount Principal Amount / Notional Amount Credit Equivalent Amount Default Risk Exposure Risk￾weight % Risk￾weighted Amount (A1) (A2) (A3) (A4) (A5) (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 SUBTOTAL Class XID Subordinated Debts 11i. Risk-weight 150% 150 SUBTOTAL Off-balance sheet exposures

• Part IIIa: 3 -

(in HK$'000) On-balance sheet exposures Item Nature of item Principal Amount Principal Amount / Notional Amount Credit Equivalent Amount Default Risk Exposure Risk￾weight % Risk￾weighted Amount (A1) (A2) (A3) (A4) (A5) (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) (A7) Total risk-weighted amount (off-balance sheet) (A8) Off-balance sheet exposures TOTAL RISK-WEIGHTED AMOUNT FOR CREDIT RISK (BSC APPROACH) (A9) = (A7) + (A8)

• Part IIIa: 4 -

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 Other exposures (B1) (B2) (B3) (B4) (B5) (B6) (B7) (B8) (B9) (B10)

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 10b. Other commitments (CCF at 10%) 10 10c. Other commitments (CCF at 40%) 40

Off-balance sheet exposures not specified above 11a. 100 11b. 11c. 11d. SUBTOTAL

• Part IIIa: 5 -

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 Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures Exposures to corporates or individuals (B11) (B12) (B13) (B14) (B15) (B16) (B17) 12. Interest rate contracts 13. Exchange rate contracts 14. Credit-related derivative contracts 15. Equity-related derivative contracts 16. Commodity-related derivative contracts 17. Other derivative contracts not specified above SUBTOTAL 18. Of which: Offsetting or CCP-related transactions with clearing members or clearing clients Total Default Risk Exposure

• Part IIIa: 6 -

III. Default Risk Exposures in respect of Derivative Contracts (SA-CCR approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades) (in HK$'000) Item Nature of item 19. Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures Exposures to corporates or individuals (B18) (B19) (B20) (B21) (B22) (B23) (B24) (B25) (B26) 19a. Interest rate contracts 19b. Exchange rate contracts 19c. Credit-related derivative contracts 19d. Equity-related derivative contracts 19e. Commodity-related derivative contracts SUBTOTAL 20. Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures Exposures to corporates or individuals (B18) (B19) (B20) (B21) (B22) (B23) (B24) (B25) (B26) 20a. Interest rate contracts 20b. Exchange rate contracts 20c. Credit-related derivative contracts 20d. Equity-related derivative contracts 20e. Commodity-related derivative contracts 20f. Multiple netting sets covered by single variation margin agreement SUBTOTAL 21. Contracts covered by recognized netting Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures Exposures to corporates or individuals (B18) (B19) (B20) (B21) (B22) (B23) (B24) (B25) (B26) 21a. Interest rate contracts 21b. Exchange rate contracts 21c. Credit-related derivative contracts 21d. Equity-related derivative contracts 21e. Commodity-related derivative contracts SUBTOTAL 22. Out of the amounts reported in items 19, 20 and 21, the amounts for offsetting or CCP-related transactions with clearing members or clearing clients Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures Exposures to corporates or individuals (B18) (B19) (B20) (B21) (B22) (B23) (B24) (B25) (B26) 22a. Offsetting / CCP-related transactions SUBTOTAL Margined contracts not covered by recognized netting Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure Unmargined contracts not covered by recognized netting Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure

• Part IIIa: 7 -

(in HK$'000) Item Nature of item 23. SFTs Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures Exposures to corporates or individuals (B27) (B28) (B29) (B30) (B31) (B32) 23a. SFTs SUBTOTAL 23b. Of which: Offsetting or CCP-related transactions with clearing members or clearing clients Total Default Risk Exposure IV. Default Risk Exposures in respect of SFTs (Non-IMM(CCR) Approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades)

• Part IIIa: 8 -

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 (B33) 24. Based on current market data 25. Based on stress calibration Item Nature of item 26. Netting sets (not subject to recognized netting) Out of which: Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures Exposures to corporates or individuals (B34) (B35) (B36) (B37) (B38) (B39) (B40) (B41) 26a. Derivative contracts (excluding LSTs) 26b. SFTs (excluding LSTs) 26c. Long settlement transactions (LSTs) SUBTOTAL 27. Netting sets (subject to valid bilateral netting agreements) Out of which: Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures Exposures to corporates or individuals (B34) (B35) (B36) (B37) (B38) (B39) (B40) (B41) 27a. Derivative contracts 27b. SFTs 27c. Long settlement transactions SUBTOTAL 28. Netting sets (subject to valid cross-product netting agreements) Out of which: Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures Exposures to corporates or individuals (B34) (B35) (B36) (B37) (B38) (B39) (B40) (B41) 28a. Derivative contracts 28b. Repo-style transactions 28c. Margin lending transactions SUBTOTAL 29. Out of the amounts reported in items 26, 27 and 28, the amounts for offsetting or CCP-related transactions with clearing members or clearing clients Out of which: Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures Exposures to corporates or individuals (B34) (B35) (B36) (B37) (B38) (B39) (B40) (B41) 29a. Offsetting / CCP-related transactions SUBTOTAL Type of Contract Total Notional Amount Total Principal Amount Total Default Risk Exposure Type of Contract Total Notional Amount Total Principal Amount Total Default Risk Exposure Type of Contract Total Notional Amount Total Principal Amount Total Default Risk Exposure Type of Contract Total Notional Amount Total Principal Amount Total Default Risk Exposure

• Part IIIa: 9 -

Part IIIb: Risk-weighted Amount for Credit Risk (STC Approach) Division A: Risk-weighted Amount by Exposure Class (in HK$'000) Item Nature of item Principal Amount Principal Amount after CRM Principal Amount / Notional Amount Credit Equivalent Amount after CRM Default Risk Exposure after CRM Risk￾weight % Risk￾weighted Amount (A1) (A2) (A3) (A4) (A5) (A6) (A7) = (A2+A4+A5) x A6 Class I Sovereign Exposures 1a. Domestic currency exposures to the Government 1a(i). Risk-weight 0% 0 0 1a(ii). Risk-weight 10% 10 1a(iii). Risk-weight 20% 20 1b. Other exposures to the Government and exposures to other sovereigns 1b(i). Risk-weight 0% 0 0 1b(ii). Risk-weight 10% 10 1b(iii). Risk-weight 20% 20 1b(iv). Risk-weight 50% 50 1b(v). Risk-weight 100% 100 1b(vi). Risk-weight 150% 150 1c. Exposures to relevant international organizations 0 0 SUBTOTAL Class II Public Sector Entity Exposures 2a. Risk-weight 0% 0 0 2b. Risk-weight 10% 10 2c. Risk-weight 20% 20 2d. Risk-weight 50% 50 2e. Risk-weight 100% 100 2f. Risk-weight 150% 150 SUBTOTAL Class III Multilateral Development Bank (MDB) Exposures 3a. Risk-weight 0% 0 0 3b. Risk-weight 30% 30 3c. Risk-weight 50% 50 3d. Risk-weight 100% 100 3e. Risk-weight 150% 150 SUBTOTAL Class IV Unspecified Multilateral Body Exposures 4a. Risk-weight 20% 20 4b. Risk-weight 30% 30 4c. Risk-weight 50% 50 4d. Risk-weight 100% 100 4e. Risk-weight 150% 150 SUBTOTAL Class V Bank Exposures 5a. Under external credit risk assessment approach 5a(i). Risk-weight 20% 20 5a(ii). Risk-weight 30% 30 5a(iii). Risk-weight 50% 50 5a(iv). Risk-weight 100% 100 5a(v). Risk-weight 150% 150 5b. Under standardized credit risk assessment approach 5b(i). Risk-weight 20% 20 5b(ii). Risk-weight 30% 30 5b(iii). Risk-weight 40% 40 5b(iv). Risk-weight 50% 50 5b(v). Risk-weight 75% 75 5b(vi). Risk-weight 150% 150 SUBTOTAL On-balance sheet exposures Off-balance sheet exposures

• Part IIIb: 1 -

(in HK$'000) Item Nature of item Principal Amount Principal Amount after CRM Principal Amount / Notional Amount Credit Equivalent Amount after CRM Default Risk Exposure after CRM Risk￾weight % Risk￾weighted Amount (A1) (A2) (A3) (A4) (A5) (A6) (A7) = (A2+A4+A5) x A6 Class VI Eligible Covered Bond Exposures 6a. Risk-weight 10% 10 6b. Risk-weight 15% 15 6c. Risk-weight 20% 20 6d. Risk-weight 25% 25 6e. Risk-weight 35% 35 6f. Risk-weight 50% 50 6g. Risk-weight 100% 100 SUBTOTAL Class VII Qualifying Non-bank Financial Institution (QNBFI) Exposures 7a. Under external credit risk assessment approach 7a(i). Risk-weight 20% 20 7a(ii). Risk-weight 30% 30 7a(iii). Risk-weight 50% 50 7a(iv). Risk-weight 100% 100 7a(v). Risk-weight 150% 150 7b. Under standardized credit risk assessment approach 7b(i). Risk-weight 20% 20 7b(ii). Risk-weight 30% 30 7b(iii). Risk-weight 40% 40 7b(iv). Risk-weight 50% 50 7b(v). Risk-weight 75% 75 7b(vi). Risk-weight 150% 150 SUBTOTAL Class VIII Corporate Exposures 8a. Rated general corporate exposures 8a(i). Risk-weight 20% 20 8a(ii). Risk-weight 30% 30 8a(iii). Risk-weight 50% 50 8a(iv). Risk-weight 75% 75 8a(v). Risk-weight 100% 100 8a(vi). Risk-weight 150% 150 8b. Unrated general corporate exposures 8b(i). Risk-weight 85% 85 8b(ii). Risk-weight 100% 100 8b(iii). Risk-weight 150% 150 8c. Rated specialized lending exposures 8c(i). Risk-weight 20% 20 8c(ii). Risk-weight 50% 50 8c(iii). Risk-weight 75% 75 8c(iv). Risk-weight 100% 100 8c(v). Risk-weight 150% 150 8d. Unrated specialized lending exposures 8d(i). Risk-weight 80% 80 8d(ii). Risk-weight 100% 100 8d(iii). Risk-weight 130% 130 SUBTOTAL 8e. Breakdown of amounts reported in items 8c and 8d 8e(i). Commodities finance 8e(ii). Object finance 8e(iii). Project finance Class IX Retail Exposures 9a. Regulatory retail exposures to transactors 9a(i). Risk-weight 45% 45 9a(ii). Risk-weight 75% 75 9b. Regulatory retail exposures to obligors other than transactors 75 9c. Other retail exposures 100 9d. Unhedged credit exposures SUBTOTAL Class X IPO Financing 10. Risk-weight 0% 0 0 SUBTOTAL 0 On-balance sheet exposures Off-balance sheet exposures

• Part IIIb: 2 -

(in HK$'000) Item Nature of item Principal Amount Principal Amount after CRM Principal Amount / Notional Amount Credit Equivalent Amount after CRM Default Risk Exposure after CRM Risk￾weight % Risk￾weighted Amount (A1) (A2) (A3) (A4) (A5) (A6) (A7) = (A2+A4+A5) x A6 Class XIA Regulatory Residential Real Estate Exposures 11a. Not materially dependent on cash flows generated by mortgaged properties 11a(i). Risk-weight 20% 20 11a(ii). Risk-weight 25% 25 11a(iii). Risk-weight 30% 30 11a(iv). Risk-weight 40% 40 11a(v). Risk-weight 50% 50 11a(vi). Risk-weight 70% 70 11b. Materially dependent on cash flows generated by mortgaged properties 11b(i). Risk-weight 30% 30 11b(ii). Risk-weight 35% 35 11b(iii). Risk-weight 45% 45 11b(iv). Risk-weight 60% 60 11b(v). Risk-weight 75% 75 11b(vi). Risk-weight 105% 105 11c. Unhedged credit exposures 11d. Exposures subject to risk-weights specified by overseas regulators SUBTOTAL Class XIB Regulatory Commercial Real Estate (CRE) Exposures 11e. Not materially dependent on cash flows generated by mortgaged properties 11e(i). Risk-weight ≤ 20% 11e(ii). Risk-weight > 20% - 60% 11e(iii). Risk-weight > 60% - 100% 11e(iv). Risk-weight > 100% 11f. Materially dependent on cash flows generated by mortgaged properties 11f(i). Risk-weight 70% 70 11f(ii). Risk-weight 90% 90 11f(iii). Risk-weight 110% 110 SUBTOTAL Class XIC Real Estate Exposures other than Regulatory Real Estate Exposures 11g. Not materially dependent on cash flows generated by mortgaged properties 11g(i). Individuals 75 11g(ii). Small businesses 85 11g(iii). Other obligors 11h. Materially dependent on cash flows generated by mortgaged properties 150 11i. Exposures subject to risk-weights specified by overseas regulators SUBTOTAL Class XID Land Acquisition, Development and Construction Exposures 11j. Risk-weight 100% 100 11k. Risk-weight 150% 150 11l. Other risk-weights specified by overseas regulators SUBTOTAL Class XIIA Equity Exposures 12a. Risk-weight 250% 250 12b. Risk-weight 400% 400 SUBTOTAL Class XIIB Significant Capital Investments in Commercial Entities 12c. Risk-weight 250% 250 12d. Risk-weight 400% 400 12e. Risk-weight 1250% 1250 SUBTOTAL Class XIIC Insignificant and Significant LAC Investments 12f. Insignificant LAC Investments 12f(i) Risk-weight 150% 150 12f(ii) Risk-weight 250% 250 12f(iii) Risk-weight 400% 400 12g. Significant LAC investments 12g(i) Risk-weight 150% 150 12g(ii) Risk-weight 250% 250 12g(iii) Risk-weight 400% 400 12h. Holdings of non-capital LAC liabilities 150 SUBTOTAL Class XIID Subordinated Debts 12i. Risk-weight 150% 150 SUBTOTAL On-balance sheet exposures Off-balance sheet exposures

• Part IIIb: 3 -

(in HK$'000) Item Nature of item Principal Amount Principal Amount after CRM Principal Amount / Notional Amount Credit Equivalent Amount after CRM Default Risk Exposure after CRM Risk￾weight % Risk￾weighted Amount (A1) (A2) (A3) (A4) (A5) (A6) (A7) = (A2+A4+A5) x A6 Class XIII Cash and Gold 13a. Notes and coins 0 0 13b. Government certificates of indebtedness 0 0 13c. Gold bullion held by AI, or held by others on an allocated basis, to the extent backed by gold liabilities 0 0 13d. Gold bullion held on an unallocated basis for AI by another person, to the extent backed by gold liabilities 13e. Gold bullion held not backed by gold liabilities 100 13f. Exposures collateralized by cash collateral

• risk-weight 20% 20 13g. Exposures collateralized by cash collateral
• risk-weight 10% 10 13h. Exposures collateralized by cash collateral
• risk-weight 0% 0 0 SUBTOTAL Class XIV Exposures to Items in the Process of Clearing or Settlement 14a. Unsettled clearing items being processed through HK interbank clearing system 0 0 14b. Receivables from transactions in securities, foreign exchange and commodities not yet due for settlement 0 0 14c. Cheques, drafts, etc. in the process of collection 20 14d. Positive current exposures from delivery-versus￾payment (DVP) transactions which remain unsettled after the settlement date 14d(i). for up to 4 business days 0 0 14d(ii). for 5 to 15 business days 100 14d(iii). for 16 to 30 business days 625 14d(iv). for 31 to 45 business days 937.5 14d(v). for 46 or more business days 1250 14e. Payments made, things delivered, and positive current exposures from non-DVP transactions which remain unsettled after the settlement date 14e(i). for up to 4 business days 14e(ii). for 5 or more business days 1250 SUBTOTAL Class XV Other Exposures which are not Defaulted Exposures 15a. Premises, plant and equipment, other fixed assets for own use, and other interest in land 100 15b. Multiple-name credit-linked notes / sold credit protection to basket of exposures 15c. First loss portion of credit protection 1250 15d. Exposures subject to risk-weights specified by the MA 15e. Other exposures not elsewhere reported 15e(i). 100 15e(ii). 15e(iii). 15e(iv). SUBTOTAL Class XVI Defaulted Exposures 16a. Risk-weight 100% 100 16b. Risk-weight 150% 150 16c. Risk-weight of CRM 16c(i). Risk-weight ≤ 20% 16c(ii). Risk-weight > 20% - 50% 16c(iii). Risk-weight > 50% - 100% 16c(iv). Risk-weight > 100% - 150% SUBTOTAL On-balance sheet exposures Off-balance sheet exposures
• Part IIIb: 4 -

(in HK$'000) Item Nature of item Principal Amount Principal Amount after CRM Principal Amount / Notional Amount Credit Equivalent Amount after CRM Default Risk Exposure after CRM Risk￾weight % Risk￾weighted Amount (A1) (A2) (A3) (A4) (A5) (A6) (A7) = (A2+A4+A5) x A6 Class XVII Collective Investment Scheme Exposures (CIS exposures) 17a. Look-through approach / third-party approach 17a(i). Risk-weight ≤ 20% 17a(ii). Risk-weight > 20% - 50% 17a(iii). Risk-weight > 50% - 100% 17a(iv). Risk-weight > 100% - 250% 17a(v). Risk-weight > 250% - 650% 17a(vi). Risk-weight > 650% - 1250% 17b. Mandate-based approach 17b(i). Risk-weight ≤ 20% 17b(ii). Risk-weight > 20% - 50% 17b(iii). Risk-weight > 50% - 100% 17b(iv). Risk-weight > 100% - 250% 17b(v). Risk-weight > 250% - 650% 17b(vi). Risk-weight > 650% - 1250% 17c. Fall-back approach 17c(i). Risk-weight 1250% 1250 17d. Combination of approaches 17d(i). Risk-weight ≤ 20% 17d(ii). Risk-weight > 20% - 50% 17d(iii). Risk-weight > 50% - 100% 17d(iv). Risk-weight > 100% - 250% 17d(v). Risk-weight > 250% - 650% 17d(vi). Risk-weight > 650% - 1250% SUBTOTAL Total risk-weighted amount (on-balance sheet) (A8) Total risk-weighted amount (off-balance sheet) (A9) On-balance sheet exposures TOTAL RISK-WEIGHTED AMOUNT FOR CREDIT RISK (STC APPROACH) (A10) = (A8) + (A9) Off-balance sheet exposures

• Part IIIb: 5 -

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 Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures QNBFI exposures Corporate exposures Retail exposures Real estate exposures CIS 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 50 10a. Exempt commitments 0 10b. Other commitments (CCF at 10%) 10 10c. Other commitments (CCF at 40%) 40
9. Off-balance sheet exposures not specified above 11a. 100 11b. 11c. 11d. SUBTOTAL Total Principal Amount (net of specific provisions) Total Credit Equivalent Amount Credit Conversion Factor %

• Part IIIb: 6 -

II. Default Risk Exposures in respect of Derivative Contracts (SA-CCR approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades) (in HK$'000) Item Nature of item 12. Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures QNBFI exposures Corporate exposures Retail exposures (B13) (B14) (B15) (B16) (B17) (B18) (B19) (B20) (B21) (B22) (B23) 12a. Interest rate contracts 12b. Exchange rate contracts 12c. Credit-related derivative contracts 12d. Equity-related derivative contracts 12e. Commodity-related derivative contracts SUBTOTAL 13. Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures QNBFI exposures Corporate exposures Retail exposures (B13) (B14) (B15) (B16) (B17) (B18) (B19) (B20) (B21) (B22) (B23) 13a. Interest rate contracts 13b. Exchange rate contracts 13c. Credit-related derivative contracts 13d. Equity-related derivative contracts 13e. Commodity-related derivative contracts 13f. Multiple netting sets covered by single variation margin agreement SUBTOTAL 14. Contracts covered by recognized netting Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures QNBFI exposures Corporate exposures Retail exposures (B13) (B14) (B15) (B16) (B17) (B18) (B19) (B20) (B21) (B22) (B23) 14a. Interest rate contracts 14b. Exchange rate contracts 14c. Credit-related derivative contracts 14d. Equity-related derivative contracts 14e. Commodity-related derivative contracts SUBTOTAL 15. Out of the amounts reported in items 12, 13 and 14, the amounts for offsetting or CCP-related transactions with clearing members or clearing clients Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures QNBFI exposures Corporate exposures Retail exposures (B13) (B14) (B15) (B16) (B17) (B18) (B19) (B20) (B21) (B22) (B23) 15a. Offsetting / CCP-related transactions SUBTOTAL Unmargined contracts not covered by recognized netting Margined contracts not covered by recognized netting Total Default Risk Exposure Total Potential Future Exposure Total Replacement Cost Total Notional Amount Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure Total Notional Amount Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure

• Part IIIb: 7 -

III. 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 16. SFTs Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures QNBFI exposures Corporate exposures (B24) (B25) (B26) (B27) (B28) (B29) (B30) (B31) 16a. SFTs not covered by, or treated as if not covered by, recognized netting 16b. SFTs covered by recognized netting SUBTOTAL 16c. Of which: Offsetting or CCP￾related transactions with clearing members or clearing clients Total Amount of Assets Sold, Transferred, Loaned or Paid Total Default Risk Exposure

• Part IIIb: 8 -

IV. 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 (B32) 17. Based on current market data 18. Based on stress calibration Item Nature of item 19. Netting sets (not subject to recognized netting) Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures QNBFI exposures Corporate exposures (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) (B41) 19a. Derivative contracts (excluding LSTs) 19b. SFTs (excluding LSTs) 19c. Long settlement transactions (LSTs) SUBTOTAL 20. Netting sets (subject to valid bilateral netting agreements) Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures QNBFI exposures Corporate exposures (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) (B41) 20a. Derivative contracts 20b. SFTs 20c. Long settlement transactions SUBTOTAL 21. Netting sets (subject to valid cross-product netting agreements) Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures QNBFI exposures Corporate exposures (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) (B41) 21a. Derivative contracts 21b. Repo-style transactions 21c. Margin lending transactions SUBTOTAL 22. Out of the amounts reported in items 19, 20 and 21, the amounts for offsetting or CCP-related transactions with clearing members or clearing clients Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures and unspecified multilateral body exposures Bank exposures QNBFI exposures Corporate exposures (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) (B41) 22a. Offsetting / CCP-related transactions SUBTOTAL Total Notional Amount Total Default Risk Exposure Total Principal Amount Total Principal Amount Total Default Risk Exposure Total Principal Amount Total Principal Amount Total Default Risk Exposure Total Default Risk Exposure Total Notional Amount Total Notional Amount Total Notional Amount

• Part IIIb: 9 -

Part IIIc: Risk-weighted Amount for Credit Risk (IRB Approach) Division A: Summary of Risk-weighted Amount for Credit Risk under IRB Approach IRB_TOTCRWA (in HK$'000) Item Number of Corresponding Forms Reported under Division B (1) (2) (3) (4) 1. ( ) Form IRB_SLSLOT and ( ) Form IRB_CSB [new item] ( ) Form IRB_SLSLOT and ( ) Form IRB_CSB [new item] ( ) Form IRB_SLSLOT and ( ) Form IRB_CSB [new item] ( ) Form IRB_SLSLOT and ( ) Form IRB_CSB [new item] ( ) Form IRB_SLSLOT and ( ) Form IRB_CSB ( ) Form IRB_CSB ( ) Form IRB_CSB [new item] ( ) Form IRB_CSB [new item] ( ) Form IRB_CSB 2. ( ) Form IRB_CSB ( ) Form IRB_CSB ( ) Form IRB_CSB 3. ( ) Form IRB_CSB ( ) Form IRB_CSB ( ) Form IRB_CSB ( ) Form IRB_CSB [new item] ( ) Form IRB_CSB [new item] 4. ( ) Form IRB_RETAIL ( ) Form IRB_RETAIL ( ) Form IRB_RETAIL ( ) Form IRB_RETAIL [new item] ( ) Form IRB_RETAIL ( ) Form IRB_RETAIL 5. ( ) Form IRB_CIS [new item] ( ) Form IRB_CIS [new item] ( ) Form IRB_CIS [new item] ( ) Form IRB_CIS [new item] ( ) Form IRB_CIS [new item] 6. ( ) Form IRB_OTHER 7. Total risk-weighted amount for credit risk (IRB Approach) [Item 7 = Item 1 + Item 2 + Item 3 + Item 4 + Item 5 + Item 6], of which Corporate exposures, of which (a) Specialized lending (project finance) (b) Specialized lending (object finance) (c) Specialized lending (commodities finance) (d) Specialized lending (income-producing real estate) (f) Small-and-medium sized corporates (i) Other corporates (e) Specialized lending (high-volatility commercial real estate) Risk-weighted Amount (ii) Property-holding shell companies (b) Qualifying revolving retail exposures (transactor) Sovereign exposures, of which (c) Multilateral development banks Retail exposures, of which (a) Residential mortgages (i) Individuals IRB Class (a) Sovereigns (b) Sovereign foreign public sector entities (b) Qualifying non-bank financial institutions (g) Large corporates (h) Financial institutions treated as corporates (c) Public sector entities (excluding sovereign foreign public sector entities) (a) Banks (excluding covered bonds) Bank exposures, of which (e) Unspecified multilateral bodies (c) Risk-weighted amount of exposures subject to asset value correlation multiplier of 1.25 (d) Covered bonds CIS exposures, of which (d) Small business retail exposures (a) Look-through approach (c) Mandate-based approach (e) Combination of approaches (d) Fall-back approach (b) Third-party approach (a) Risk-weighted amount of default risk exposures in respect of derivative contracts and SFTs not subject to IMM(CCR) Approach (b) Risk-weighted amount of default risk exposures in respect of derivative contracts and SFTs subject to IMM(CCR) Approach (e) Other retail exposures to individuals Other exposures (c) Qualifying revolving retail exposures (revolver)

• Part IIIc: 1 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_CSB IRB Class : Corporate Exposures / Sovereign Exposures / Bank Exposures (delete where inapplicable) IRB Approach : Foundation IRB Approach / Advanced IRB Approach (delete where inapplicable) IRB Subclass : Small-and-medium Sized Corporates / Other Corporates / Large Corporates / Financial Institutions Treated as Corporates / Specialized Lending (Project Finance) / Specialized Lending (Object Finance) / Specialized Lending (Commodities Finance) / Specialized Lending (Income-producing Real Estate) / Specialized Lending (High-volatility Commercial Real Estate) / Sovereigns / Sovereign Foreign Public Sector Entities / Multilateral Development Banks / Banks (Excluding Covered Bonds) / Qualifying Non-bank Financial Institutions / Public Sector Entities (Excluding Sovereign Foreign Public Sector Entities) / Covered Bonds / Unspecified Multilateral Bodies (delete where inapplicable) Portfolio Type : (please specify where the reporting AI has more than one internal rating system for an IRB class / subclass) (in HK$'000) Lower bound Upper bound Average PD (%) (%) (%) before netting after netting Other than derivative contracts and SFTs Derivative contracts and SFTs Other than derivative contracts and SFTs Derivative contracts and SFTs (%) (years) Of which: For dilution risk (a) Of which: For residual value risk (b) (1) (2) (3) (4) (5) (6)(i) (6)(ii) (7) (8) (9) (10) (11) (12) = (9)+(10)+(11) (13) (14) (15) (16) (17) (18) (19) 1 2 3 4 5 6 7 8 Total: (to Division A) Of which: Exposures subject to asset value correlation (b) This column is only applicable to leasing transactions that expose the reporting AI to residual value risk. (a) This column is only applicable to purchased receivables. Off-balance sheet exposures Exposure Weighted Average LGD EAD Calculation Exposures before recognized guarantees / credit derivative contracts Internal Rating System PD range On-balance sheet exposures after netting Exposures after recognized guarantees / credit derivative contracts Non-defaulted (N) / Defaulted (D) Obligor grade multiplier of 1.25 On-balance sheet exposures EAD Off-balance sheet exposures Number of obligors Expected loss amount Risk-weighted Amount Exposure Weighted Average Maturity Value Memorandum Items

• Part IIIc: 2 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_SLSLOT IRB Class : Corporate Exposures IRB Approach: Supervisory Slotting Criteria Approach IRB Subclass : Specialized Lending (Project Finance) / Specialized Lending (Object Finance) / Specialized Lending (Commodities Finance) / Specialized Lending (Income-producing Real Estate) / Specialized Lending (High-volatility Commercial Real Estate) (delete where inapplicable) (in HK$'000) Supervisory rating grades SRW (b) (%) before netting after netting Other than derivative contracts and SFTs Derivative contracts and SFTs Other than derivative contracts and SFTs Derivative contracts and SFTs (years) (1) (2) (3)(i) (3)(ii) (4) (5) (6) (7) (8) (9) = (6)+(7)+(8) (10) (11) = (2) x (9) (12) (13) STRONG (a) 50 STRONG 70 GOOD (a) 70 GOOD 90 SATISFACTORY 115 WEAK 250 DEFAULT 0 Total : (to Division A) Internal Rating System Exposure Weighted Average Maturity Value Expected loss amount Number of obligors EAD EAD Calculation Exposures before recognized guarantees / credit derivative contracts Risk-weighted Amount On-balance sheet exposures Off-balance sheet exposures On-balance sheet exposures after netting Exposures after recognized guarantees / credit derivative contracts Off-balance sheet exposures Memorandum Items (a) Use of preferential risk-weights. In scenario (b)(i) below, the preferential risk-weights do not apply to "specified ADC exposure" as defined under section 158(5) of the BCR. (b) The supervisory risk-weights (SRW) to be automatically displayed in column (2) will vary, depending on the IRB subclass selected by the reporting institution for input: (i) When an IRB subclass other than "Specialized lending (high-volatility commercial real estate)" is selected for input, column (2) will show the SRWs applicable to specialized lending (other than HVCRE exposures), as currently set out in the column above; (ii) When the IRB subclass of "Specialized lending (high-volatility commercial real estate)" is selected for input, column (2) will show the SRWs applicable to HVCRE exposures, as set out below: "STRONG (a)" - 70%; "STRONG" - 95%; "GOOD (a)" - 95%; "GOOD" - 120%; "SATISFACTORY" - 140%; "WEAK" - 250%; "DEFAULT" - 0%.

• Part IIIc: 3 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_RETAIL IRB Class : Retail Exposures IRB Approach: Retail IRB Approach IRB Subclass : Residential Mortgages to Individuals / Residential Mortgages to Property-holding Shell Companies / Qualifying Revolving Retail Exposures (Transactor) / Qualifying Revolving Retail Exposures (Revolver) / Small Business Retail Exposures / Other Retail Exposures to Individuals (delete where inapplicable) Portfolio Type : (please specify where the reporting AI has more than one internal rating system for an IRB class / subclass) (in HK$'000) Lower bound Upper bound Average PD (%) (%) (%) before netting after netting Other than derivative contracts and SFTs Derivative contracts and SFTs Other than derivative contracts and SFTs Derivative contracts and SFTs (%) Of which: For dilution risk (a) Of which: For residual value risk (b) (1) (2) (3) (4) (5) (6)(i) (6)(ii) (7) (8) (9) (10) (11) (12) = (9)+(10)+(11) (13) (15) (16) (17) (18) 1 2 3 4 5 6 7 8 9 10 Total: (b) This column is only applicable to leasing transactions that expose the AI to residual value risk. EAD LGD Pool Non-defaulted (N) / Defaulted (D) On-balance sheet exposures after netting Off-balance sheet exposures Off-balance sheet exposures On-balance sheet exposures EAD Calculation Exposures before recognized guarantees / credit derivative contracts Internal Rating System PD range Exposures after recognized guarantees / credit derivative contracts (14) (a) This column is only applicable to purchased receivables. (to Division A) Risk-weighted Amount Memorandum Items Expected loss amount Number of obligors

• Part IIIc: 4 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_CIS IRB Class : CIS Exposures IRB Approach: Look-through approach / Third-party approach / Mandate-based approach / Fall-back approach / Combination of approaches (delete where inapplicable) IRB Subclass : CIS exposures (in HK$'000) Effective risk-weight of CIS exposures (%) Principal Amount or Credit Equivalent Amount Risk-weighted Amount (1) (2) (3) 1 > 0 - 50 2 > 50 - 100 3 > 100 - 250 4 > 250 - 500 5 > 500 - < 1250 6 1250 Total: (to Division A)

• Part IIIc: 5 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_OTHER IRB Class : Other Exposures IRB Approach: Specific Risk-weight Approach IRB Subclass : Cash Items and Other Items (in HK$'000) SRW (%) (EAD) (2) (3) (4) (5) = (2)x(4)

1. 0
2. 0
3. 0
4. 100
5. 20
6. 0
7. 0

8a. 0 8b. 100 8c. 625 8d. 937.5 8e. 1250 9. 100 10. 1250 Subtotal (i):

1. 100

2a. 2b. 2c. 2d. 2e. Subtotal (ii): Total (i) + (ii): (to Division A) EAD Calculation for 16 to 30 business days Amount due from transactions which are entered into on a basis other than a delivery￾versus-payment basis and remain unsettled for up to 4 business days after the settlement date (for non-significant amount only) (i) Cash items Government certificates of indebtedness Unsettled clearing items of the institution being processed through any interbank clearing system in Hong Kong Other Exposures Exposures before netting Exposures after netting (1) Gold bullion held in own vault or on an allocated basis, to the extent backed by gold liabilities Gold bullion held not backed by gold liabilities Positive current exposures from delivery-versus-payment transactions which remain unsettled after the settlement date Risk-weighted Amount Notes and coins for 46 or more business days Exposures subject to the IRB approach which are not elsewhere specified Cash items in the course of collection for 31 to 45 business days Premises, plant and equipment, other fixed assets for own use, and other interest in land and buildings for up to 4 business days Receivables from transactions in securities, foreign exchange and commodities which are not yet due for settlement for 5 to 15 business days (ii) Other items Amount due from transactions which are entered into on a basis other than a delivery￾versus-payment basis and remain unsettled for 5 or more business days after the settlement date

• Part IIIc: 6 -

Division C: LGD for Corporate, Sovereign, Bank and Retail Exposures IRB_FIRBLGD IRB Approach: Foundation IRB Approach IRB Class : Corporate Exposures / Sovereign Exposures / Bank Exposures (delete where inapplicable) IRB Subclass : Small-and-medium Sized Corporates / Other Corporates / Large Corporates / Financial Institutions Treated as Corporates / Specialized Lending (Project Finance) / Specialized Lending (Object Finance) / Specialized Lending (Commodities Finance) / Specialized Lending (Income-producing Real Estate) / Specialized Lending (High-volatility Commercial Real Estate) / Sovereigns / Sovereign Foreign Public Sector Entities / Multilateral Development Banks / Banks (Excluding Covered Bonds) / Qualifying Non-bank Financial Institutions / Public Sector Entities (Excluding Sovereign Foreign Public Sector Entities) / Covered Bonds / Unspecified Multilateral Bodies (delete where inapplicable) Portfolio Type : (please specify where the reporting AI has more than one internal rating system for an IRB class / subclass) (in HK$'000) (to Division B) (%) LGD: 100% LGD: 75% LGD: 45% LGD: 40% LGD: 25% LGD: 20% LGD: 20% LGD: 20% LGD: 0% (%) (1) (2) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13) 1 [new item] 2 [new item] 3 [new item] 4 [new item] 5 [new item] 6 [new item] 7 [new item] 8 [new item] [new item] [new item] [new item] [new item] Total : [new item] (iii) Unsecured senior exposures (i) Exposures with specific wrong-way risk (vi) Recognized commercial real estate Obligor grade Average PD (3) = (4)+(5)+ …+(11)+(12) (ix) Recognized financial collateral (ii) Subordinated exposures (iv) Unsecured senior exposures EAD Total LGD Exposure weighted average LGD (vii) Recognized residential real estate (viii) Recognized financial receivables EAD by facility / collateral type (v) Other recognized IRB collateral

• Part IIIc: 7 -

Division C: LGD for Corporate, Sovereign, Bank and Retail Exposures IRB_AIRBLGD IRB Approach: Advanced IRB Approach IRB Class : Corporate Exposures / Sovereign Exposures (delete where inapplicable) IRB Subclass : Small-and-medium Sized Corporates / Other Corporates / Specialized Lending (Project Finance) / Specialized Lending (Object Finance) / Specialized Lending (Commodities Finance) / Specialized Lending (Income-producing Real Estate) / Specialized Lending (High-volatility Commercial Real Estate) / Sovereigns / Sovereign Foreign Public Sector Entities / Multilateral Development Banks (delete where inapplicable) Portfolio Type : (please specify where the reporting AI has more than one internal rating system for an IRB class / subclass) (in HK$'000) (i) (ii) (iii) (iv) (v) (vi) (vii) (viii) (ix) (x) (xi) (xii) (xiii) (xiv) (xv) (to Division B) (%) LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: 100% (%) (1) (2) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) 1 2 3 4 5 6 7 8 Total : Selected Breakdown of Exposures (not applicable to sovereign exposures) (in HK$'000) 1 2 3 [new item] [new item] [new item] [new item] [new item] Of which, the estimated LGD is lower than the LGD floor by Unsecured exposures Partially secured exposures Fully secured exposures EAD of exposures where the estimated LGD is lower than the LGD floor as set out in section 161 of the BCR (A) = (A1) + (A2) + (A3) [new item] [new item] [new item] [new item] [new item] [new item] less than 5% (A1) 5-10% (A2) more than 10% (A3) [new item] LGD Exposure weighted average LGD EAD by facility grade Obligor grade Average PD (3) = (4)+(5)+ …+(17)+(18) Total EAD

• Part IIIc: 8 -

Division C: LGD for Corporate, Sovereign, Bank and Retail Exposures IRB_RETAILIRBLGD IRB Approach: Retail IRB Approach IRB Class : Retail Exposures IRB Subclass : Residential Mortgages to Individuals / Residential Mortgages to Property-holding Shell Companies / Qualifying Revolving Retail Exposures (Transactor) / Qualifying Revolving Retail Exposures (Revolver) / Small Business Retail Exposures / Other Retail Exposures to Individuals (delete where inapplicable) Portfolio Type : (please specify where the reporting AI has more than one internal rating system for an IRB class / subclass) (in HK$'000) LGD (%) (%) (1) (2) (4) 1 [new item] [new item] 2 [new item] [new item] 3 [new item] [new item] 4 [new item] [new item] 5 [new item] [new item] 6 [new item] [new item] 7 [new item] [new item] 8 [new item] [new item] 9 [new item] [new item] 10 [new item] [new item] [new item] [new item] [new item] [new item] Total : Selected Breakdown of Exposures (in HK$'000) 1 Unsecured exposures 2 Partially secured exposures 3 Fully secured exposures 4 Residential mortgages [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] EAD of exposures where the estimated LGD is lower than the LGD floor as set out in section 178 of the BCR (A) = (A1) + (A2) + (A3) [new item] [new item] [new item] [new item] [new item] [new item] Of which, the estimated LGD is lower than the LGD floor by less than 5% (A1) 5-10% (A2) more than 10% (A3) [new item] [new item] [new item] [new item] Pool EAD Average PD [new item] [new item] (3) [new item] [new item] [new item] [new item] [new item] [new item] [new item]

• Part IIIc: 9 -

Division D: IRB_OBSND (in HK$'000) CCF before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (%) (%) (%) (%) (1a) (1b) (1c) (1d) (2a) (2b) (2c) (2d) (3a) (3b) (3c) (3d) (4a) (4b) (4c) (4d) (A1) (A2) (B) Retail exposures 100 100 Total: (ii) Sovereign exposures 100 Advanced IRB Approach: (i) Corporate exposures 100 (iii) Bank exposures 100 50 20 100 (ii) Sovereign exposures 100 50 20 100 (i) Corporate exposures 100 20 Principal amount Credit equivalent amount Principal amount Credit equivalent amount 50 100 Foundation IRB Approach: Principal amount Principal Credit equivalent amount amount Credit equivalent amount Off-Balance Sheet Exposures (Other Than Default Risk Exposures in respect of Derivative Contracts and SFTs) under IRB Approach IRB Class

1. Direct credit substitutes 2. Transaction-related contingencies 3. Trade-related contingencies 4. Asset sales with recourse

• Part IIIc: 10 -

Division D: IRB_OBSND (in HK$'000) CCF before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (%) (%) (%) (%) (5a) (5b) (5c) (5d) (6a) (6b) (6c) (6d) (7a) (7b) (7c) (7d) (8a) (8b) (8c) (8d) (A1) (A2) (B) Retail exposures 100 Total: (ii) Sovereign exposures 100 (i) Corporate exposures 100 Advanced IRB Approach: (iii) Bank exposures 100 50 (ii) Sovereign exposures 100 50 (i) Corporate exposures 100 50 Principal amount Credit equivalent amount Foundation IRB Approach: Principal amount Credit equivalent amount Principal amount Credit equivalent amount Off-Balance Sheet Exposures (Other Than Default Risk Exposures in respect of Derivative Contracts and SFTs) under IRB Approach IRB Class 5. Forward asset purchases 6. Partly paid-up securities 7. Forward forward deposits placed 8. Note issuance and revolving underwriting facilities Principal amount Credit equivalent amount

• Part IIIc: 11 -

Division D: CCF before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (%) (%) (%) (%) (9a) (9b) (9c) (9d) (10a) (10b) (10c) (10d) (11a) (11b) (11c) (11d) (12a) (12b) (12c) (12d) (A1) (A2) (B) Retail exposures [new item] 10 [new item] [new item] [new item] [new item] [new item] [new item] Total: (ii) Sovereign exposures [new item] 10 [new item] [new item] [new item] [new item] [new item] [new item] (i) Corporate exposures 0 [new item] 10 [new item] [new item] [new item] [new item] [new item] [new item] Advanced IRB Approach: (iii) Bank exposures 10 [new item] 10 [new item] [new item] [new item] 40 [new item] [new item] (ii) Sovereign exposures 10 [new item] 10 [new item] [new item] [new item] 40 [new item] [new item] (i) Corporate exposures 0 10 [new item] 10 [new item] [new item] [new item] 40 [new item] [new item] Foundation IRB Approach: Principal amount Principal Credit equivalent amount amount Credit equivalent amount Principal amount Credit equivalent amount Principal amount Credit equivalent amount 11. Non-revolving commitments that are unconditionally cancellable without prior notice 12. Revolving commitments that are not unconditionally cancellable without prior notice Off-Balance Sheet Exposures (Other Than Default Risk Exposures in respect of Derivative Contracts and SFTs) under IRB Approach IRB Class 9. Commitments eligible for a CCF of 0% 10. Revolving commitments that are unconditionally cancellable without prior notice

• Part IIIc: 12 -

IRB_OBSND (in HK$'000) CCF (a) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (%) (%) (%) (to Division B) (to Division B) (13a) (13b) (13c) (13d) (14a) (14b) (14c) (14d) (15a) (15b) (15c) (15d) CT = (1c) + (2c) + …… + (14c) + (15c) DT =(1d) + (2d) + …… + (14d) + (15d) [new item] 40 [new item] [new item] [new item] 100 [new item] [new item] [new item] 40 [new item] [new item] [new item] 100 [new item] [new item] [new item] 40 [new item] [new item] [new item] 100 [new item] [new item] [new item] 40 [new item] [new item] [new item] 100 [new item] [new item] [new item] 40 [new item] [new item] [new item] 100 [new item] [new item] [new item] 40 [new item] [new item] [new item] 100 [new item] [new item] Principal amount Credit equivalent amount Before recognized guarantees / credit derivative contracts After recognized guarantees / credit derivative contracts Principal amount Credit equivalent amount Principal amount Credit equivalent amount 13. Non-revolving commitments that are not unconditionally cancellable without prior notice 14. Sale and repurchase agreements (excluding those that are repo-style transactions) 15. Others Total credit equivalent amount

• Part IIIc: 13 -

Division E: IRB_OBSD_SACCR (in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (1a) (1b) (1c) (1d(i)) (1d(ii)) (2a) (2b) (2c) (2d(i)) (2d(ii)) (3a) (3b) (3c) (3d(i)) (3d(ii)) (A1) Unmargined Contracts Not Subject to Recognized Netting (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Subtotal: (A2) Margined Contracts Not Subject to Recognized Netting (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Subtotal: (A3) Contracts (Margined and Unmargined) Subject to Recognized Netting (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Subtotal: Total: IRB Class

1. Exchange rate contracts 2. Interest rate contracts 3. Equity-related derivative contracts Total Notional amount Total Replacement Cost Total Potential Future Exposure Default risk exposure Total Notional amount Total Replacement Cost Total Potential Future Exposure Default risk exposure Default Risk Exposures in respect of Derivative Contracts (SA-CCR): Bilateral trades (including centrally cleared trades that are treated as bilateral trades) Default risk exposure Total Notional amount Total Replacement Cost Total Potential Future Exposure

• Part IIIc: 14 -

Division E: IRB_OBSD_SACCR (in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (4a) (4b) (4c) (4d(i)) (4d(ii)) (5a) (5b) (5c) (5d(i)) (5d(ii)) For (A1) and (A2)(a): A(i) = (1d(i)) + … + (5d(i)) For (A1) and (A2) (a): A(ii) = (1d(ii)) + … + (5d(ii)) (A1) Unmargined Contracts Not Subject to Recognized Netting (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Subtotal: (A2) Margined Contracts Not Subject to Recognized Netting (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Subtotal: (A3) Contracts (Margined and Unmargined) Subject to Recognized Netting (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Subtotal: Total: (a) IRB Class Default Risk Exposures in respect of Derivative Contracts (SA-CCR): Bilateral trades (including centrally cleared trades that are treated as bilateral trades) 4. Credit-related derivative contracts 5. Commodity-related derivative contracts Before recognized guarantees / credit derivative contracts (To Division B) Total Potential Default risk exposure Default risk exposure Future Exposure Total Replacement Cost Total Notional amount Total Notional amount Total Replacement Cost In case more than one netting set is covered by a single margin agreement, the default risk exposures in columns A(i) and A(ii) under (A2) should include the default risk exposures of such margined transaction in addition to the sum of (1d(i)), (2d(i)), (3d(i)), (4d(i)) and (5d(i)) (for before recognized guarantees / credit derivative contracts) or the sum of (1d(ii)), (2d(ii)), (3d(ii)), (4d(ii)) and (5d(ii)) (for after recognized guarantees / credit derivative contracts). Total default risk exposures (Items 1 to 5) After recognized guarantees / credit derivative contracts (To Division B) Total Potential Future Exposure

• Part IIIc: 15 -

Division E: Default Risk Exposures in respect of Derivative Contracts (SA-CCR): Bilateral trades (including centrally cleared trades that are treated as bilateral trades) IRB_OBSD_SACCR (B1) Selected Breakdown of Exposures Reported in (A1), (A2) and (A3) (in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (6a) (6b) (6c) (6d(i)) (6d(ii)) (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Total: Total Replacement Cost Total Potential Future Exposure IRB Class

1. CCP-related transactions (including offsetting transactions) Total notional amount Default risk exposure

• Part IIIc: 16 -

Division E: IRB_OBSD_SFT_N_IMM (in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts (To Division B) after recognized guarantees / credit derivative contracts (To Division B) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (1a) (1b(i)) (1b(ii)) (2a) (2b(i)) (2b(ii)) B(i) = (1b(i)) + (2b(i)) B(ii) = (1b(ii)) + (2b(ii)) (3a) (3b(i)) (3b(ii)) (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Total: 3. Out of the amount reported in items 1 and 2, CCP-related transactions (including offsetting transactions) Total amount of assets sold, transferred, loaned or paid Default risk exposure Default Risk Exposures in respect of SFTs (non-IMM(CCR) approach): Bilateral trades (including centrally cleared trades that are treated as bilateral trades) Total default risk exposures (Items 1 to 2) Total amount of assets sold, transferred, loaned or paid Default risk exposure IRB Class

1. SFTs not subject to recognized netting 2. SFTs subject to recognized netting Total amount of assets sold, transferred, loaned or paid Default risk exposure

• Part IIIc: 17 -

Division E: IRB_OBSD_IMM (in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (1b(i)) (1b(ii)) (1b(iii)) (2b(i)) (2b(ii)) (2b(iii)) (3b(i)) (3b(ii)) (3b(iii)) (4b(i)) (4b(ii)) (4b(iii)) (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Total: (b) Default Risk Exposures (IMM(CCR) Approach): Bilateral trades (including centrally cleared trades that are treated as bilateral trades)(a) IRB Class

1. Derivative contracts (other than LSTs) not subject to recognized netting
2. SFTs (other than LSTs) not subject to recognized netting
3. LSTs not subject to recognized netting
4. Derivative contracts subject to valid bilateral netting agreement (b) Total notional amount Default risk exposure Total amount of assets sold, transferred, loaned or paid Default risk exposure Total notional amount / Total amount of assets sold, transferred, loaned or paid (where applicable) Default risk exposure Total notional amount Default risk exposure (A) All Maturities (a) An AI should refer to the completion instructions and report in this form for different IRB classes the principal amounts and default risk exposures of derivative contracts and SFTs that are associated with the higher of the portfolio-level risk-weighted amount of the relevant exposures (please refer to section 226D of the BCR for details). Figures reported in items 4 and 5 should include LST transactions if the derivative contracts (or SFTs) and the LSTs belong to the same netting set.

• Part IIIc: 18 -

Division E: IRB_OBSD_IMM (in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts but after netting after recognized guarantees / credit derivative contracts and netting before recognized guarantees / credit derivative contracts but after netting (to Division B) after recognized guarantees / credit derivative contracts and netting (to Division B) (5b(i)) (5b(ii)) (5b(iii)) (6b(i)) (6b(ii)) (6b(iii)) (7b(i)) (7b(ii)) (7b(iii)) B(ii) = (1b(ii)) + … + (7b(ii)) B(iii) = (1b(iii)) + … + (7b(iii)) (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Total: (in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (8a) (8b(i)) (8b(ii)) (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Total: Default Risk Exposures (IMM(CCR) Approach): Bilateral trades (including centrally cleared trades that are treated as bilateral trades)(a) IRB Class 5. SFTs subject to valid bilateral netting agreement (b) 6. LSTs subject to valid bilateral netting agreement not reported in items 4 or 5 Default risk exposure 7. Derivative contracts and SFTs subject to valid cross-product netting agreements Total default risk exposures (Items 1 to 7) Total amount of assets sold, transferred, loaned or paid Default risk exposure Total notional amount / Total amount of assets sold, transferred, loaned or paid (where applicable) Default risk exposure Total notional amount / Total amount of assets sold, transferred, loaned or paid (where applicable) (A) All Maturities (A) All Maturities IRB Class 8. Out of the amount reported in items 1 to 7, CCP-related transactions (including offsetting transactions) Total notional amount / Total amount of assets sold, transferred, loaned or paid (where applicable) Default risk exposure

• Part IIIc: 19 -

Division F: EL-EP Calculation under IRB Approach IRB_ELEP (in HK$'000) Item Non-defaulted exposures Defaulted exposures Total Non-defaulted exposures Defaulted exposures Total Excess of total EL amount over total EP Excess of total EP over total EL amount (a) (b) (c) = (a)+(b) (d) (e) (f )= (d)+(e) (g) (h) 1. [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] 2. 3. [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] [new item] 4. [new item] [new item] [new item] [new item] [new item] [new item] 5. 6. 7. 8. 9. (c) Multilateral development banks (g) Large corporates (b) Sovereign foreign public sector entities Bank exposures, of which 0.6% of total risk-weighted amount for credit risk (IRB Approach) [Item 8 = Item 7 of Form_IRB_TOTCRWA x 0.6%] (a) Banks (excluding covered bonds) (b) Qualifying non-bank financial institutions (e) Unspecified multilateral bodies Retail exposures, of which (c) Public sector entities (excluding sovereign foreign public sector entities) (d) Covered bonds Surplus provisions added to Tier 2 capital [Min(Item 7, Item 8)] (a) Residential mortgages (b) Qualifying revolving retail exposures (transactor) (d) Small business retail exposures (e) Other retail exposures to individuals Deduction from CET1 capital [Item 6 = Item 5(c) - Item 5(f)] Surplus provisions [Item 7 = Item 5(f) - Item 5(c)] Total (c) Qualifying revolving retail exposures (revolver) Expected Loss Amount (EL Amount) Eligible Provisions (EP) EL-EP Calculation Corporate exposures, of which IRB Class (a) Specialized lending (project finance) (h) Financial institutions treated as corporates (i) Other corporates Sovereign exposures, of which (a) Sovereigns (b) Specialized lending (object finance) (c) Specialized lending (commodities finance) (d) Specialized lending (income-producing real estate) (e) Specialized lending (high-volatility commercial real estate) (f) Small-and-medium sized corporates

• Part IIIc: 20 -

Part IIId : Risk-weighted Amount for Credit Risk (Securitization Exposures) Division A : Summary of Risk-weighted Amount and Capital Deductions (in HK$'000) (1) (2) A1. Under SEC-IRBA A2. Under SEC-ERBA A3. Under SEC-SA (a) of which RWA for re-securitization exposures A4. Total (item (A1) + item (A2) + item (A3)) A5. Total after adjusted for maximum capital requirement (a) under the SEC-IRBA (b) under the SEC-ERBA and SEC-SA A6. Under SEC-FBA A7. Adjusted total (item (A5) + item (A6)) of which: (a) RWA for off-balance sheet exposures whose CCF is not 100% (b) RWA for unrated exposures (e.g. liquidity facilities, servicer cash advance facilities and credit enhancements) extended to ABCP programme B1. Credit-enhancing interest-only strip B2. Gain-on-sale B3. Other increase in the CET1 capital B4. Other exposures specified by the Monetary Authority Notes: a. SEC-IRBA means the securitization internal ratings-based approach. b. SEC-ERBA means the securitization external ratings-based approach. c. SEC-SA means the securitization standardized approach. d. SEC-FBA means the securitization fall-back approach. e. Securitization exposures include re-securitization exposures unless otherwise stated. Total amount Amount incurred as an originating institution A. Risk-weighted amount B. Capital deductions

• Part IIId: 1 -

Division B : Securitization Exposures under SEC-IRBA Exposure Amount before CRM Exposure Amount after CRM Risk￾weighted Amount Principal Amount Exposure Amount before CRM Exposure Amount after CRM Risk￾weighted Amount Total Risk￾weighted Amount (1) (2) (3) (4) (5) (6) (7) (8)=(3)+(7) 1. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal 2. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal 3. Total (item (1)(k) + item (2)(k)) Item Nature of item Senior exposures On-balance Sheet Exposures (in HK$'000) Non-senior exposures Off-balance Sheet Exposures

• Part IIId: 2 -

Division C1 : Long-term Securitization Exposures under SEC-ERBA Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount RWA under IAA Principal Amount Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount RWA under IAA Total Risk￾weighted Amount (1) (2) (3) (3a) (4) (5) (6) (7) (7a) (8)=(3)+(7) 1. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal 2. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal 3. Note: a. Column (3a) is a subset of column (3), which is the RWA calculated by using the risk-weights determined under the IAA. Similarly, column (7a) is a subset of column (7). Item Nature of item Senior long-term securitization exposures Non-senior long-term securitization exposures Total (item 1(k) + item 2(k)) On-balance Sheet Exposures (in HK$'000) Off-balance Sheet Exposures

• Part IIId: 3 -

Division C2 : Short-term Securitization Exposures under SEC-ERBA Exposure Amount before CRM Exposure Amount after CRM Risk￾weighted Amount RWA under IAA Principal Amount Exposure Amount before CRM Exposure Amount after CRM Risk￾weighted Amount RWA under IAA Total Risk￾weighted Amount (1) (2) (3) (3a) (4) (5) (6) (7) (7a) (8)=(3)+(7)

1. Senior short-term securitization exposures (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% and < 50% (d) Risk-weight = 50% (e) Risk-weight > 50% and < 100% (f) Risk-weight = 100% (g) Risk-weight > 100% - 300% (h) Risk-weight > 300% - 500% (i) Risk-weight > 500% - 800% (j) Risk-weight > 800% - 1000% (k) Risk-weight > 1000% - <1250% (l) Risk-weight = 1250% (m) Subtotal

(a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% and < 50% (d) Risk-weight = 50% (e) Risk-weight > 50% and < 100% (f) Risk-weight = 100% (g) Risk-weight > 100% - 300% (h) Risk-weight > 300% - 500% (i) Risk-weight > 500% - 800% (j) Risk-weight > 800% - 1000% (k) Risk-weight > 1000% - <1250% (l) Risk-weight = 1250% (m) Subtotal 3. Note: a. Column (3a) is a subset of column (3), which is the RWA calculated by using the risk-weights determined under the IAA. Similarly, column (7a) is a subset of column (7). Total (item 1(m) + item 2(m)) Non-senior short-term securitization exposures Item Nature of item (in HK$'000) On-balance Sheet Exposures Off-balance Sheet Exposures

• Part IIId: 4 -

Division D1 : Securitization Exposures (other than Re-securitization Exposures) under SEC-SA Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Principal Amount Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Total Risk￾weighted Amount (1) (2) (3) (4) (5) (6) (7) (8)=(3)+(7) 1. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal 2. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal 3. Item Nature of item (in HK$'000) Non-senior securitization exposures (other than re-securitization exposures) Total (item (1)(k) + item (2)(k)) Senior securitization exposures (other than re-securitization exposures) On-balance Sheet Exposures Off-balance Sheet Exposures

• Part IIId: 5 -

Division D2 : Re-securitization Exposures under SEC-SA Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Principal Amount Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Total Risk￾weighted Amount (1) (2) (3) (4) (5) (6) (7) (8)=(3)+(7) 1. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% and < 100% (e) Risk-weight = 100% (f) Risk-weight > 100% - 300% (g) Risk-weight > 300% - 500% (h) Risk-weight > 500% - 800% (i) Risk-weight > 800% - 1000% (j) Risk-weight > 1000% - <1250% (k) Risk-weight = 1250% (l) Total Item Nature of item Re-securitization exposures under the SEC-SA (in HK$'000) On-balance Sheet Exposures Off-balance Sheet Exposures

• Part IIId: 6 -

Division E : Securitization Exposures under SEC-FBA Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Principal Amount Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Total Risk￾weighted Amount (1) (2) (3) (4) (5) (6) (7) (8)=(3)+(7) 1. 2. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Sub-total 3. Total (item 1 + item 2(k)) On-balance Sheet Exposures (in HK$'000) Item Nature of item Securitization exposures (without CRM) Securitization exposures (fully or partially covered by CRM) Off-balance Sheet Exposures

• Part IIId: 7 -

Part IIIe: Risk-weighted Amount for Exposures to Central Counterparties (CCP) (in HK$'000) Division A: Default Fund Contribution Default fund contribution Capital Charge Risk-weight % Risk-weighted Amount (A1) (A2) (A3) (A4)

1. Qualifying CCPs 2 Non-qualifying CCPs 2a. Covering settlement-risk￾only products 0 0 2b. Others 1250 SUBTOTAL Division B: Default Risk Exposures Clearing member's exposures Collateral posted Non-IMM(CCR) IMM(CCR) Total Risk- Risk￾Principal Default Risk Default Risk Principal Exposure weight weighted Amount Exposure Exposure Amount After CRM % Amount (B1) (B2) (B3) (B4) (B5) (B6) (B7)
2. Qualifying CCPs 1a. Risk-weight 0% 0 0 1b. Risk-weight 2% 2 1c. Other risk-weights not specified above
3. Non-qualifying CCPs 2a. Risk-weight 0% 0 0 2b. Risk-weight 10% 10 2c. Risk-weight 20% 20 2d. Risk-weight 30% 30 2e. Risk-weight 50% 50 2f. Risk-weight 100% 100 2g. Risk-weight 150% 150 2h. Other risk-weights not specified above SUBTOTAL Clearing client's exposures Collateral posted Non-IMM(CCR) IMM(CCR) Total Risk- Risk￾Principal Default Risk Default Risk Principal Exposure weight weighted Amount Exposure Exposure Amount After CRM % Amount (B1) (B2) (B3) (B4) (B5) (B6) (B7)
4. Qualifying CCPs 3a. Risk-weight 0% 0 0 3b. Risk-weight 2% 2 3c. Risk-weight 4% 4 3d. Other risk-weights not specified above
5. Non-qualifying CCPs 4a. Risk-weight 0% 0 0 4b. Risk-weight 20% 20 4c. Risk-weight 30% 30 4d. Risk-weight 50% 50 4e. Risk-weight 100% 100 4f. Risk-weight 150% 150 4g. Other risk-weights not specified above SUBTOTAL
6. TOTAL RISK-WEIGHTED AMOUNT FOR EXPOSURES TO CCPs (before applying the cap)
7. TOTAL ADJUSTED RISK-WEIGHTED AMOUNT FOR EXPOSURES TO CCPs (after applying the cap) Derivative Contracts and SFTs Derivative Contracts and SFTs

• Part IIIe: 1 -

Part V: Risk-weighted Amount for Operational Risk Division A: Calculation of Risk-weighted Amount (HK$'000) 1. 2. Internal loss multiplier 3. 4. Division B: Calculation of Business Indicator Q1 Years of operation of the AI (a:<18 months / b:>=18 months but <2.5 years / c:>=2.5 years) a / b / c (HK$'000) 5. 5a. average of absolute value of net interest income (item 5a = ) (i) interest income, including interest income from finance and operating leases (ii) interest expenses, including interest expenses from finance and operating leases 5b. average of interest earning assets (item 5b = ) (i) interest earning assets 5c. average of dividend income (item 5c = ) (i) dividend income 6. 6a. average of fee and commission income (item 6a = ) (i) fee and commission income 6b. average of fee and commission expenses (item 6b = ) (i) fee and commission expenses 6c. average of other operating income (item 6c = ) (i) other operating income 6d. average of other operating expenses (item 6d = ) (i) other operating expenses 7. 7a. average of absolute value of net P&L on trading book (item 7a = ) (i) net P&L on trading book 7b. average of absolute value of net P&L on banking book (item 7b = ) (i) net P&L on banking book 8. 8a. amount of BI ≤$10bn 8b. amount of BI >$10bn but ≤ $300bn 8c. amount of BI >$300bn Value Column 1 Capital charge for operational risk (item 3 = item 1 x item 2) Item Value Column 1 Business indicator (BI) (item 8 = item 5 + item 6 + item 7 = item 8a + item 8b + item 8c) Total risk-weighted amount for operational risk (item 4 = item 3 x 12.5) Financial component (item 7 = item 7a + item 7b) Business indicator component (item 1 = item 8a x 12% + item 8b x 15% + item 8c x 18%) Item Nature of item Nature of item Interest, leases and dividend component (item 5 = min(item 5a, 2.25% x item 5b) + item 5c) Services component (item 6 = max(item 6a, item 6b) + max(item 6c, item 6d)) Second Year Column 3 First Year Column 2 Third Year Column 4 (Abs(item 5a(i) − item 5a(ii))) (item 5c(i)) (item 6a(i)) (item 6b(i)) (Abs(item7a(i))) (Abs(item7b(i))) (item 6c(i)) (item 6d(i)) (item 5b(i))

• Part V: 1 -

Division C: Calculation of Loss Component Q2 Are loss data used for determining ILM? Yes / No Q3 Years of high quality operational loss data maintained (0 to 10, 10 denotes 10 or more than 10) (HK$'000) 9. 9a. Amount of losses, out of which due to (i) - internal fraud (ii) - external fraud (iii) - employment practices and workplace safety (iv) - clients, products and business practices (v) - damage to physical assets (vi) - business disruption and system failures (vii) - execution, delivery and process management 9b. Amount of recoveries 9c. Amount of losses net of recoveries (item 9c = item 9a - item 9b) 9d. Amount of excluded losses 9e. Amount of losses net of recoveries and excluded losses (item 9e = item 9c - item 9d) t-9 Column 11 t-1 Column 3 t-2 Column 4 t-3 Column 5 t-4 Column 6 t-5 Column 7 t-6 Column 8 t-7 Column 9 t-8 Item Nature of item Column 10 Value Column 1 First Year (t) Column 2 Loss component (item 9 = 15 x average of columns applicable to item 9e)

• Part V: 2 -

Part VI: Risk-weighted Amount for Sovereign Concentration Risk Risk-weighted amount HK$'000 1(a) 1(b) 1(c) 1(d) 1(e) 1(f) 1(g) 1(h) 1(i) 1(j)

1. Jurisdictions to which the AI Has Concentrated Sovereign Exposure
2. Total Risk-weighted Amount for Sovereign Concentration Risk Item Jurisdictions

• Part VI: 1 -