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Chapter 1 Definition of "exposure" and Approaches that may be used for Calculation under Regulation 19(a) (regs. 20-21) |
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Regulation 20 Definition of "exposure". |
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Regulation 21 Calculation of risk-weighted exposure amounts for purposes of Regulation 19(a). |
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Chapter 2 Standardised Approach (regs. 22-28) |
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Regulation 22 Determination of exposure values. |
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Regulation 23 Classification of exposures. |
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Regulation 24 Calculation of risk-weighted exposure amounts. |
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Regulation 25 Use of ECAIs. |
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Regulation 26 Determination of credit quality steps to be associated with eligible ECAI. |
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Regulation 27 Use of credit assessments. |
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Regulation 28 Use of treatment accorded exposures in third countries. |
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Chapter 3 Internal Ratings Based Approach (regs. 29-35) |
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Regulation 29 Permission to use IRB Approach is required. |
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Regulation 30 Implementation of IRB Approach. |
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Regulation 31 Classification of exposures. |
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Regulation 32 Calculation of risk-weights for various exposure classes. |
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Regulation 33 Calculation of EL. |
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Regulation 34 Circumstances in which Chapter 2 may be used for individual business lines. |
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Regulation 35 Transitional provisions for relevant data. |
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Chapter 4 Credit Risk Mitigation (regs. 36-39) |
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Regulation 36 Definition of "lending credit institution". |
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Regulation 37 Recognition of credit risk mitigation. |
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Regulation 38 Credit protection to be legally effective, etc. |
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Regulation 39 Use of credit risk mitigation. |
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Chapter 5 Securitisation (regs. 40-47) |
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Regulation 40 Calculation of risk-weighted amounts for securitisation positions. |
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Regulation 41 Transfer of credit risk. |
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Regulation 42 Calculation of risk-weights under securitisation. |
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Regulation 43 Use of ECAI credit assessments in securitisation. |
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Regulation 44 Determination of credit quality steps to be associated with eligible ECAI. |
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Regulation 45 Use of credit assessments. |
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Regulation 46 Securitisation of revolving exposures subject to early amortisation provision. |
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Regulation 47 Originator credit institutions shall not provide support to securitisation beyond contractual obligations. |
