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 Hong Kong Monetary Authority issued this document on March 2, 2018, to introduce revised capital adequacy reporting templates for locally incorporated authorized institutions. The primary focus is Annex 2, which details the Return Template for Part I of the Summary Certificate on the Capital Adequacy Ratio (Form MA(BS)3). This regulatory update addresses requirements across capital base, counterparty credit risk, credit risk, market risk, and operational risk frameworks.
CIR
Current
Issue Date:
02 Mar 2018
20180302-6-EN.pdf (18.1 KB)
Topic:
Capital Adequacy - Capital Base
Capital Adequacy - CCR
Capital Adequacy - Credit Risk (non-securitization exposures)
Capital Adequacy - Credit Risk (securitization exposures)
Capital Adequacy - Market Risk
Capital Adequacy - Operational Risk
Group:
Locally Incorporated Authorized Institutions
You may also be interested in
CIR
Archive
11 Aug 1997
Model Recognition for Market Risk Calculation
SPM-SGL
Archive
15 Mar 2024
MR-1 Market Risk Capital Charge
CIR
Current
17 Jan 2019
FRTB: Revised Market Risk Standards