Regulatory Alerts2019-03-01
Added · Updated
Revised Return of Capital Adequacy Ratio (Form MA(BS)3) Enclosure 9: Completion Instructions - Part IIIc (IRB Approach) Illustration
This document provides an illustrative example of how to complete Part IIIc of the Revised Return of Capital Adequacy Ratio (Form MA(BS)3) for an authorized institution using the Internal Ratings-Based (IRB) Approach. It demonstrates the calculation of risk-weighted amounts for credit risk across various exposure classes, including corporate, sovereign, bank, retail, and equity exposures, using data for XYZ Bank. The illustration details the aggregation of risk-weighted amounts from Division B and Division C into the summary table in Division A, including the application of the 1.06 scaling factor to derive the total risk-weighted amount for credit risk.
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.