Regulatory Alerts2022-07-11
Added · Updated
Revised Return of Capital Adequacy Ratio (Form MA(BS)3) Completion Instructions - MA(BS)3 (Part IIIe)
Authorized institutions incorporated in Hong Kong must complete Form MA(BS)3(IIIe) to report credit exposures to central counterparties arising from default fund contributions and default risk exposures. The form requires reporting across two divisions: Division A for default fund contributions and Division B for exposures based on the institution's role as a clearing member, direct client, or indirect client within multi-level structures. Specific instructions define principal amounts, default risk exposure calculations using methods such as IMM(CCR) or SA-CCR, and risk-weighted amounts for qualifying and non-qualifying central counterparties.
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