Regulatory Alerts2018-03-02
Added · Updated
Revised Return of Capital Adequacy Ratio (Form MA(BS)3) Completion Instructions Part IIId Securitization Exposures
The Hong Kong Monetary Authority issued these completion instructions to guide locally incorporated authorized institutions in reporting securitization exposures under the revised Capital Adequacy Ratio framework. The document details the specific requirements for completing Part IIId of Form MA(BS)3, ensuring accurate calculation of capital charges for credit risk associated with securitization positions. These guidelines align with the implementation of the revised Securitization Framework and the Internal Assessment Approach to maintain regulatory consistency.
CIR
Current
Issue Date:
02 Mar 2018
20180302-22-EN.pdf (284.2 KB)
Topic:
Capital Adequacy - Credit Risk (securitization exposures)
Group:
Locally Incorporated Authorized Institutions
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