Regulatory Alerts2022-07-11
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Revised Return of Capital Adequacy Ratio (Form MA(BS)3) Completion Instructions - Part IIIc Illustration
This document provides an illustrative example of how to complete Part IIIc of the Return of Capital Adequacy Ratio (Form MA(BS)3) for the Internal Ratings-Based (IRB) Approach to credit risk. It demonstrates the calculation of risk-weighted amounts for credit risk under the IRB Approach, including the application of a 1.06 scaling factor to derive the total risk-weighted amount. The illustration uses sample data for an authorized institution named XYZ Bank, detailing exposures across corporate, sovereign, bank, retail, and equity subclasses.
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