Regulatory Alerts2018-03-02
Added · Updated
Revised Return of Capital Adequacy Ratio (Form MA(BS)3) Completion Instructions Part IIIe Central Counterparties
The Hong Kong Monetary Authority issued completion instructions for Part IIIe of the Revised Return of Capital Adequacy Ratio (Form MA(BS)3) to guide locally incorporated authorized institutions in reporting exposures to central counterparties. This regulatory update aligns with the implementation of Basel III capital standards and the Counterparty Credit Risk Framework in Hong Kong. The document provides specific guidance on calculating and reporting capital adequacy ratios for transactions involving central counterparties.
CIR
Current
Issue Date:
02 Mar 2018
20180302-23-EN.pdf (225.1 KB)
Topic:
Capital Adequacy - CCR
Group:
Locally Incorporated Authorized Institutions
You may also be interested in
CPR
Archive
18 Jun 2012
Consultation on Basel III implementation
Annex: Consultation Paper on Implementation of Basel III capital standards in Hong Kong (C2) Proposed amendments to Banking (Capital) Rules for implementation of Basel III Counterparty Credit Risk Framework
CPR
Archive
18 Jun 2012
Consultation on Basel III implementation
Annex 2: Proposed modifications to Basel III CCR framework for implementation in Hong Kong
CIR
Current
03 Jun 2021
Implementation guidance on counterparty credit risk capital standard
Enclosure: Q&As on exposures to counterparty credit risk and central counterparties