Regulatory Alerts2019-03-01
Added · Updated
Revised Return of Capital Adequacy Ratio (Form MA(BS)3) Completion Instructions - Part IIIb (Standardized Credit Risk Approach)
Authorized institutions incorporated in Hong Kong must complete Form MA(BS)3(IIIb) to report risk-weighted amounts for credit risk using the standardized approach under Part 4 of the Banking (Capital) Rules. The form requires reporting on-balance sheet and off-balance sheet exposures in the banking book, default risk exposures to counterparties under securities financing transactions and derivative contracts in the trading book, and specific market risk positions exempted from Part 8. Reporting obligations exclude exposures subject to capital deduction, securitization exposures, and exposures to central counterparties, which are directed to other specific forms.
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