Pillar 3 Disclosures at 30 June 2020 - Announcement made to the HK stock exchange - English
(WorldNews Africa)

HSBC Holdings plc Pillar 3 Disclosures at 30 June 2020 Pillar 3 Disclosures at 30 June 2020 Contents Page Introduction 2 Highlights 2 Regulatory framework for disclosures 2 Pillar 3 disclosures 2 Key metrics 3 Regulatory developments 3 Risk management response to Covid-19 4 Linkage to the Interim Report 5 Capital and RWAs 7 Own funds 7 Leverage ratio 9 Capital buffers 10 Pillar 1 minimum capital requirements and RWA flow 10 Minimum requirement for own funds and eligible liabilities 13 Credit risk 19 Credit quality of assets 19 Non-performing and forborne exposures 22 Defaulted exposures 27 Risk mitigation 27 Counterparty credit risk 37 Securitisation 42 Market risk 46 Other information 50...