Annex

Model Recognition Request

This form is to be completed by authorised institutions wishing to implement the internal models approach by the end of this year or to use models under the standardised approach. Please return the completed form to Mr. Cho-hoi Hui, Senior Manager, Banking Policy Division (30th Floor, 3 Garden Road, Hong Kong) :

A.Please tick the models which will be used and require recognition by the HKMA:

Models / Please tick
I. Under the internal models approach
1.VAR models which summarize the net risks of the bank’s portfolio
1.Option pricing models which feed into the VAR model.
1.Interest rate sensitivity models which summarize the interest rate exposures which feed into the VAR model.
1.Models which address the interrelationship between equity prices
II. Under the standardized approach
1.Option pricing models for use within the delta plus approach
1.Scenario matrix analysis for options
1.Interest rate sensitivity models which summarize the interest rate exposures for use within a pre-processing model for maturity or duration ladder

B.For those authorized institutions which have ticked any part in section A above, please indicate the date when the models will be ready for recognition by the HKMA:

C.Name of Authorized Institution:

Signature of Chief Executive:

Name of Chief Executive:

Date: ______

Name and telephone number of responsible person who may be contacted by the HKMA.

Name:______

Position:______

Telephone:______

1ALLIED CAPITAL RESOURCES LIMITEDRLB

2BA ASIA LIMITEDRLB

3CHASE MANHATTAN ASIA LIMITEDRLB

4CHINA DEVELOPMENT FINANCE CO. (HONG KONG) LTDRLB

5DAIWA SECURITIES (H.K.) LTDRLB

6DKB ASIA LIMITEDRLB

7DONGNAM FINANCE (HONG KONG) LIMITEDRLB

8FUJI INTERNATIONAL FINANCE (HK) LTDRLB

9IBJ ASIA LIMITEDRLB

10INDOVER ASIA LIMITEDRLB

11INDUSTRIAL AND COMMERCIAL INT’L CAPITAL LTDRLB

12KDB ASIA LIMITEDRLB

13LTCB ASIA LIMITEDRLB

14NOMURA INTERNATIONAL (HONG KONG) LIMITEDRLB

15SANWA INTERNATIONAL FINANCE LIMITEDRLB

16SCHRODERS ASIA LIMITEDRLB

17SOCIETE GENERALE ASIA LIMITEDRLB

18TOKYO-MITSUBISHI INTERNATIONAL (HK) LIMITEDRLB

19BPI INT’L FINANCE LIMITEDDTC

20BT ASIA LIMITEDDTC

21CHO HUNG FINANCE LIMITEDDTC

22CORPORATE FINANCE (DTC) LIMITEDDTC

23DAIWA OVERSEAS FINANCE LIMITEDDTC

24FIRST METRO INT’L INVESTMENT COMPANY LIMITEDDTC

25JUROKU INTERNATIONAL FINANCE LIMITEDDTC

26KEB (ASIA) FINANCE LIMITEDDTC

27KOREA COMMERCIAL FINANCE LTDDTC

28KOREA FIRST FINANCE LTDDTC

29NIKKO SECURITIES CO. (ASIA) LIMITED (THE)DTC

30NIPPON CREDIT INTERNATIONAL (HONG KONG) LTDDTC

31OAKREED FINANCIAL SERVICES LIMITEDDTC

32STACO INTERNATIONAL FINANCE LIMITEDDTC

33STANDARD LONDON (ASIA) LIMITEDDTC

34SUMITOMO TRUST FINANCE (H.K.) LIMITED (THE)DTC

35WING LUNG FINANCE LTDDTC

36YAMAICHI INTERNATIONAL (H.K.) LIMITEDDTC

37ASIA COMMERCIAL BANK LIMITEDBK

38BANK OF AMERICA (ASIA) LIMITEDBK

39BANK OF EAST ASIA, LIMITED (THE)BK

40DAH SING BANK LIMITEDBK

41DAO HENG BANK LIMITEDBK

42FIRST PACIFIC BANK LIMITEDBK

43JARDINE FLEMING BANK LIMITEDBK

44JIAN SING BANK LIMITEDBK

45KWONG ON BANK LIMITEDBK

46NANYANG COMMERCIAL BANK LIMITEDBK

47SHANGHAI COMMERCIAL BANK LTDBK

48UNION BANK OF HONG KONG LTDBK

49UNITED CHINESE BANK LTDBK

50WING HANG BANK LTDBK

51WING LUNG BANK LIMITEDBK

52HSBCBK

53 HANG SENG BANK LTDBK