2019-07-05
Added · Updated
The Hong Kong Monetary Authority issued this circular on July 5, 2019, to provide completion instructions for the Return of Capital Adequacy Ratio Form MA(BS)3(VI) regarding sovereign concentration risk. This guidance applies to all Authorized Institutions and details the calculation of risk-weighted amounts for sovereign exposures under the Banking (Capital) Rules. The document serves as a regulatory update to ensure consistent reporting of large exposures and risk concentrations.
CIR
Current
Issue Date:
05 Jul 2019
20190705-8-EN.pdf (295.1 KB)
Topic:
Capital Adequacy - Sovereign Concentration Risk
Large Exposures & Risk Concentrations - Limits on credit exposures
Group:
All Authorized Institutions
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