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Banking (Capital)(Amendment) Rules 2023 - Supplementary Guidance on the Revised Credit Risk Framework

Enclosure: Chapter IV - IRB approach

Issue Date:

13 Dec 2024

20241225-10-EN.pdf (1.2 MB)

Topic:

Capital Adequacy - Credit Risk (non-securitization exposures)

Group: All Authorized Institutions

• Directly related Document
• Cross referenced Document
• Version History
• Superseded Document

Directly related Document

• CIR

  Current

  13 Dec 2024

  Banking (Capital)(Amendment) Rules 2023 - Supplementary Guidance on the Revised Credit Risk Framework
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter I - Introduction
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter II - Use of ECAI ratings for the purposes of the Banking (Capital) Rules (BCR)
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter III - STC approach
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter V - Counterparty credit risk
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter VI - Securitization

Directly related Document

• CIR

  Current

  13 Dec 2024

  Banking (Capital)(Amendment) Rules 2023 - Supplementary Guidance on the Revised Credit Risk Framework
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter I - Introduction
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter II - Use of ECAI ratings for the purposes of the Banking (Capital) Rules (BCR)
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter III - STC approach
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter V - Counterparty credit risk
• Annex

  Current

  13 Dec 2024

  Enclosure - Chapter VI - Securitization

Cross referenced Document

Version History

Superseded Document

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