Regulatory Alerts2022-07-11
Added · Updated
Revised Return of Capital Adequacy Ratio (Form MA(BS)3) Completion Instructions Enclosure 7
Authorized institutions incorporated in Hong Kong using the internal ratings-based approach must complete Form MA(BS)3(IIIc) to report credit risk exposures and calculate risk-weighted amounts. The document mandates the classification of exposures into six IRB classes and twenty-seven subclasses, specifying calculation approaches for corporate, sovereign, bank, retail, equity, and other exposures. It requires detailed reporting of risk-weighted amounts, expected losses, eligible provisions, and off-balance sheet exposures across multiple divisions and specific forms.
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