Regulatory Alerts2018-03-02
Added · Updated
Revised Return of Capital Adequacy Ratio (Form MA(BS)3) Completion Instructions Part IIId Securitization Exposures
Authorized institutions incorporated in Hong Kong with securitization exposures in their banking book must complete Form MA(BS)3(IIId) to report risk-weighted amounts and capital deductions. The instructions specify reporting requirements for divisions covering the SEC-IRBA, SEC-ERBA, SEC-SA, and SEC-FBA approaches, including detailed rules for decomposing exposures covered by tranched credit protection and handling overlapping exposures between banking and trading books. Reporting entities must adhere to specific definitions for principal amounts, exposure amounts before credit risk mitigation, and seniority determinations as outlined in the Banking (Capital) Rules.
More like this from HKMA
HKMA published 11 documents in the last 30 days. We email you each new one the day it's published.