Regulatory Alerts2018-03-02
Added · Updated
Revised Return of Capital Adequacy Ratio (Form MA(BS)3) and New Return of Leverage Ratio (Form MA(BS)27) Annex 2
The document provides the structured layout and calculation instructions for the Summary Certificate on Capital Adequacy Ratios, specifically detailing Division A for calculating capital bases and risk-weighted amounts, Division B for the capital floor applicable to authorized institutions using the IRB Approach, and Division C for capital buffer requirements. It specifies the line items and formulas for deriving Common Equity Tier 1, Tier 1, and Total Capital Ratios, as well as the IRB coverage metric. The form requires authorized institutions to report these figures in HK$'000 and indicate their capital buffer levels, including conservation, countercyclical, and higher loss absorbency ratios.
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