SPM-SGL

Current

CA-G-4 Validating Risk Rating Systems under the IRB Approach

Issue Date:

18 Jul 2025

CA-G-4.pdf (936.8 KB)

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• Superseded Document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

  18 Jul 2025

  Supervisory Policy Manual (SPM): Revised module CA-G-4 on “Validating Risk Rating Systems under the IRB approach”

• SPM-SGL

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  01 Aug 2025

  CG-1 Corporate Governance of Locally Incorporated Authorized Institutions
• SPM-NGL

  Current

  11 Apr 2025

  CR-G-7 Collateral and Guarantees
• SPM

  Current

  10 Apr 2025

  GL Glossary
• SPM

  Current

  17 Jan 2025

  IN Introduction
• SPM-NGL

  Current

  31 May 2022

  TM-G-2 Business Continuity Planning
• SPM-SGL

  Current

  06 Oct 2017

  IC-1 Risk Management Framework
• SPM-NGL

  Current

  24 Jun 2003

  TM-G-1 General principles for technology risk management
• SPM-NGL

  Current

  28 Dec 2001

  SA-2 Outsourcing

• SPM-NGL

  Archive

  17 May 2018

  CA-G-4 Validating Risk Rating Systems under the IRB Approach V2
• SPM-NGL

  Archive

  14 Feb 2006

  CA-G-4 Validating Risk Rating Systems under the IRB Approaches V1

Directly related Document

• CIR

  Current

  18 Jul 2025

  Supervisory Policy Manual (SPM): Revised module CA-G-4 on “Validating Risk Rating Systems under the IRB approach”

Cross referenced Document

• SPM-SGL

  Current

  01 Aug 2025

  CG-1 Corporate Governance of Locally Incorporated Authorized Institutions
• SPM-NGL

  Current

  11 Apr 2025

  CR-G-7 Collateral and Guarantees
• SPM

  Current

  10 Apr 2025

  GL Glossary
• SPM

  Current

  17 Jan 2025

  IN Introduction
• SPM-NGL

  Current

  31 May 2022

  TM-G-2 Business Continuity Planning
• SPM-SGL

  Current

  06 Oct 2017

  IC-1 Risk Management Framework
• SPM-NGL

  Current

  24 Jun 2003

  TM-G-1 General principles for technology risk management
• SPM-NGL

  Current

  28 Dec 2001

  SA-2 Outsourcing

Version History

• SPM-NGL

  Archive

  17 May 2018

  CA-G-4 Validating Risk Rating Systems under the IRB Approach V2
• SPM-NGL

  Archive

  14 Feb 2006

  CA-G-4 Validating Risk Rating Systems under the IRB Approaches V1

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