Hong Kong Regulations

BANKING (CAPITAL) RULES - SECT 73

Calculation of credit equivalent amount of other off-balance sheet exposures not specified in Table 10 or 11

An authorized institution shall, in calculating the risk-weighted amount of an
off-balance sheet exposure which is not specified in Table 10 or 11, calculate
the credit equivalent amount of the off-balance sheet exposure by applying—

   (a)  subject to paragraph (b), a CCF of 100%;

   (b)  the CCF applicable to the exposure pursuant to Part 2 of Schedule 1,
        in accordance with section 71(1) or (2), as the case requires, with
        all necessary modifications.