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 5: Revised CAR Return Part IIIb
The document provides the reporting template for Part IIIb of the Revised Return of Capital Adequacy Ratio, specifically detailing the calculation of risk-weighted amounts for credit risk using the Standardized Approach. It establishes the structure for reporting on-balance sheet exposures across thirteen classes, including sovereigns, public sector entities, banks, and corporate exposures, along with off-balance sheet items such as direct credit substitutes and derivative contracts. The form requires entities to input principal amounts, apply specific risk weights or conversion factors, and calculate the resulting risk-weighted amounts in HK$'000 to determine the total credit risk exposure.
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