Regulatory Alerts2018-03-02
Added · Updated
Revised Return of Capital Adequacy Ratio (Form MA(BS)3) Completion Instructions Part IIIa Basic Approach
Authorized institutions incorporated in Hong Kong using the basic approach to calculate credit risk must complete Form MA(BS)3(IIIa) to report specific on-balance sheet and off-balance sheet exposures, including those in the banking and trading books. The instructions define exposure classifications across eight standard classes and specify risk-weights, such as 0% for sovereign exposures from Tier 1 countries and 20% for bank exposures. Detailed rules are provided for handling securities financing transactions, credit risk mitigation, and failed trades to ensure accurate reporting of risk-weighted amounts.
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.