Revised Return of Capital Adequacy Ratio (Form MA(BS)3) and New Return of Leverage Ratio (Form MA(BS)27) Annex 8: Revised CAR Return Part IIIe

Part IIIe: Risk-weighted Amount for Exposures to Central Counterparties (CCP) Division A: Default Fund Contribution Default fund contribution HK$'000 Capital Charge HK$'000 Risk-weight % Risk-weighted Amount HK$'000 Adjusted Risk￾weighted Amount HK$'000
1. Qualifying CCPs
1a. Option 1 1250 1b. Option 2
2. Non-qualifying CCPs 1250
SUBTOTAL Division B: Default Risk Exposures Clearing member's exposures Collateral posted Non-IMM(CCR) IMM(CCR) Total Risk￾Principal Default Risk Default Risk Principal Exposure Risk- weighted Amount Exposure Exposure Amount After CRM weight Amount HK$'000 % HK$'000
1. Qualifying CCPs
1a. Risk-weight 0% 0 0 1b. Risk-weight 2% 2 1c. Other risk-weights not specified above
2. 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 Client's exposures Collateral posted Non-IMM(CCR) IMM(CCR) Total Risk￾Principal Default Risk Default Risk Principal Exposure Risk- weighted Amount Exposure Exposure Amount After CRM weight Amount HK$'000 % HK$'000
3. 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
4. Non-qualifying CCPs
4a. Risk-weight 0% 0 0 4b. Risk-weight 10% 10 4c. Risk-weight 20% 20 4d. Risk-weight 30% 30 4e. Risk-weight 50% 50 4f. Risk-weight 100% 100 4g. Risk-weight 150% 150 4h. Other risk-weights not specified above SUBTOTAL
5. TOTAL RISK-WEIGHTED AMOUNT FOR EXPOSURES TO CCPs
Derivative Contracts and SFTs Derivative Contracts and SFTs

• Part IIIe: 1 -