Revised Return of Capital Adequacy Ratio (Form MA(BS)3) and New Return of Leverage Ratio (Form MA(BS)27) Annex 2

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 Part IV 2.9 Risk-weighted amount for operational risk Part V 2.10 Additional risk-weighted amount due to application of Division B capital floor (only for AIs using IRB Approach) 2.11 Total risk-weighted amount before deductions [Item 2.11 = Item 2.7 + Item 2.8 + Item 2.9 + 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% = %
6. IRB coverage (only for AIs using IRB Approach) [(Item 2.3 + Item 2.6(i)) / (Item 2.7 - Item 2.4)] % x 100% (only for exposures that are risk-weighted under BSC approach, STC approach, SEC-IRBA, 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

• Part I: 1 -

Division B: Calculation of Capital Floor (Only for authorized institutions using IRB Approach) Is the authorized institution subject to capital 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) under BSC Approach (where applicable) Part IIIa (b) under STC Approach (where applicable) Part IIIb (c) under SEC-ERBA, SEC-SA and SEC-FBA (where applicable) Part IIId (d) under Division 4 of Part 6A - CCP exposures (where applicable) Part IIIe (e) under Division 3 of Part 6A - CVA (where applicable) Part IIIf (ii) Part IV (iii) Part V (iv) (v) (vi) Part II (vii) Part II (viii) (ix) % (x) 2. (i) (a) under BSC Approach (where applicable) Part IIIa (b) under STC Approach (where applicable) Part IIIb (c) under IRB Approach Part IIIc (d) under SEC-ERBA, SEC-SA and SEC-FBA (where applicable) Part IIId (e) under SEC-IRBA Part IIId (f) under Division 4 of Part 6A - CCP exposures (where applicable) Part IIIe (ii) Part IV (iii) Part V (iv) (v) (vi) Part II (vii) Part II (viii) Part II (ix) 3. 4. Additional risk-weighted amount due to application of capital floor [Item 4 = max(0, Item 3) x 12.5] Calculation of capital charge under the various approaches in use Less: Surplus provisions derived from EL-EP calculation under the IRB approach and the portion of its total regulatory reserve for general banking risks and collective provisions relevant to the SEC-IRBA approach Difference in adjusted capital charge [Item 3 = Item 1(x) - Item 2(ix)] Risk-weighted amount for market risk Total risk-weighted amount [Item 2(iv) = Item 2(i) + Item 2(ii) + Item 2(iii)] 8% of total risk-weighted amount [Item 2(iv) x 8%] Adjusted capital charge [Item 2(ix) = Item 2(v) + Item 2(vi) - Item 2(vii) - Item 2(viii)] Less: Portion of regulatory reserve for general banking risks and collective provisions included in Tier 2 Capital Plus: Deductions from Common Equity Tier 1 Capital, Additional Tier 1 Capital and Tier 2 Capital Calculation of capital charge for the application of capital floor Risk-weighted amount for credit risk Risk-weighted amount for market risk Total risk-weighted amount [Item 1(iv) = Item 1(i) + Item 1(ii) + Item 1(iii)] Risk-weighted amount for operational risk 8% of total risk-weighted amount [Item 1(v) = Item 1(iv) x 8%] Plus: Deductions from Common Equity Tier 1 Capital, Additional Tier 1 Capital and Tier 2 Capital Capital floor adjustment factor [Please specify: %] Risk-weighted amount for operational risk Adjusted capital charge after applying capital floor adjustment factor [Item 1(x) = Item 1(viii) x Item 1(ix)] Adjusted capital charge before applying capital floor adjustment factor [Item 1(viii) = Item 1(v) + Item 1(vi) - Item 1(vii)] Less: Portion of regulatory reserve for general banking risks and collective provisions included in Tier 2 Capital Risk-weighted amount for credit risk

• 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 -