CCyB: revised SPM module CA-B-3 and return MA(BS)25

The Hong Kong Monetary Authority (HKMA) has issued a revised Supervisory Policy Manual (SPM) module CA-B-3 on the Countercyclical Capital Buffer (CCyB) and an updated return form (MA(BS)25) for quarterly reporting. These revisions align with the Banking (Capital) (Amendment) Rules 2023 and incorporate updates related to the revised market risk framework, output floor, and credit valuation adjustment risk. Reporting institutions must use the updated return and submit it via the STET system starting from the 31 March 2025 reporting period. Relevant resources and technical support are available on the HKMA’s platforms.

Resources: https://www.hkma.gov.hk/media/eng/doc/key-information/guidelines-and-circular/2024/20241220e3.pdf