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 20: Revised CAR Return Completion Instructions Part IIIf Credit Valuation Adjustment
The Hong Kong Monetary Authority issued completion instructions for the Revised Return of Capital Adequacy Ratio (Form MA(BS)3) and the New Return of Leverage Ratio (Form MA(BS)27). These guidelines specifically address Part IIIf regarding Credit Valuation Adjustment for Locally Incorporated Authorized Institutions. The document provides detailed regulatory requirements for calculating capital adequacy ratios under the Counterparty Credit Risk framework.
Topics
Share