RegAlertRule · HKMA · 2 Mar 2018
Revised Return of Capital Adequacy Ratio (Form MA(BS)3) and New Return of Leverage Ratio (Form MA(BS)27) Annex 9: Revised CAR Return Part IIIf (Credit Valuation Adjustment)
The Hong Kong Monetary Authority issued this document to implement the Basel III counterparty credit risk framework for locally incorporated authorized institutions. It introduces a revised Capital Adequacy Ratio return template, specifically Part IIIf addressing Credit Valuation Adjustment, alongside a new Leverage Ratio return. These regulatory changes align Hong Kong's banking capital standards with international Basel III requirements.
CIR
Current
Issue Date:
02 Mar 2018
20180302-13-EN.pdf (14.4 KB)
Topic:
Capital Adequacy - CCR
Group:
Locally Incorporated Authorized Institutions
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