Regulatory Alerts2019-03-01
Added · Updated
Revised Return of Capital Adequacy Ratio Form MA(BS)3(IIIf) Completion Instructions Part IIIf
The Hong Kong Monetary Authority issued completion instructions for Form MA(BS)3(IIIf) to guide authorized institutions in reporting Credit Valuation Adjustment capital charges under the Banking (Capital) Rules. The document mandates that eligible institutions use Division A for the advanced CVA method based on Value at Risk calculations, while others must use Division B for the standardized CVA method involving default risk exposures. It further specifies technical requirements for calculating risk-weighted amounts, managing eligible hedges, and applying multiplication factors to ensure consistent regulatory reporting.
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