Subregulation (13) Method 2: Calculation of credit risk exposure in terms of the advanced IRB approach

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[Regulation 23(13) heading substituted by section 2(iiiiii) of Notice 6342, GG52907, dated 26 June 2025, shall come into operation on 1 July 2025]

 

Subregulation (13)(a)

Subregulation (13)(b) Minimum requirements

Subregulation (13)(c) Categorisation of exposures

Subregulation (13)(d) Risk-weighted exposure

Subregulation (13)(e) Risk-weighted exposure equivalent to a deduction against capital and reserve funds