Hong Kong Regulations

BANKING (DISCLOSURE) RULES - SECT 67

Capital adequacy

An authorized institution shall disclose—

   (a)  its capital requirements for exposures in respect of which it uses the
        BSC approach;

   (b)  its capital requirements for securitization exposures;

   (c)  subject to section 70(1), its capital charge for market risk
        calculated in accordance with—

        (i)    the approach it uses under the Capital Rules to calculate its
               market risk; or

        (ii)   the approach it has approval under section 20(2)(a) of the
               Capital Rules to use to calculate its market risk,
as the case requires; and

   (d)  its capital charge for operational risk calculated in accordance with
        the approach it uses under the Capital Rules to calculate its
        operational risk.