Regulatory Alerts2022-07-11
Added · Updated
Revised Return of Capital Adequacy Ratio (Form MA(BS)3) Completion Instructions
Authorized institutions incorporated in Hong Kong must complete Form MA(BS)3(IV) quarterly to report the risk-weighted amount for market risk, unless exempted by the Monetary Authority. Institutions using the internal models approach must still apply the standardized approach for specific risk capital charges and cannot revert without prior consent. The instructions mandate the use of fair value or effective notional amounts for calculations and require mapping External Credit Assessment Institution ratings to specific credit quality grades to determine applicable capital charge factors.
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