CA: Capital Adequacy
Appendix CA-1 Minority interest illustrative example
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Appendix CA-2 Treatment of counterparty credit risk and cross-product netting
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Appendix CA-3 The 15% of common equity limit on specified items
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Appendix CA-4 Capital treatment for failed trades and non-DvP transactions
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Appendix CA-5 Overview of Methodologies for the Capital Treatment of Transactions Secured by Financial Collateral under the Standardised Approach
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Appendix CA-6 Illustrative IRB Risk Weights
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Appendix CA-7 Supervisory Slotting Criteria for Specialised Lending
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Appendix CA-8 Illustrative Examples: Calculating the Effect of Credit Risk Mitigation under the Supervisory Formula
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Appendix CA-9 Mapping of Business Lines
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Appendix CA 10: Basel II — Operational Risk — Standardized approach — Calculation of capital charge
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Appendix CA 11: Worked example of maturity method of calculating general interest rate risk
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Appendix CA 12: Worked example of duration method of calculating general interest rate risk
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Appendix CA 13: Worked example of maturity ladder approach for calculating commodities risk
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Appendix CA 14: Worked example of delta-plus method of calculating options risk
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Appendix CA 15: Supervisory Framework for the Use of "Backtesting" in Conjunction with the Internal Models Approach to Market Risk Capital Requirements
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Appendix CA 16: Table for Mapping Notations of ECAIs
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Appendix CA 17: Calculation of risk weighted amount of an investment subject to fair value treatment
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Appendix CA 18: Bahrain Sovereign and Public Sector Entities Eligible for Zero Risk Weighting
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Appendix CA 19: Stress Testing Guidance for the Correlation Trading Portfolio
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Appendix CA 20: Supplementary Schedules to Calculate Capital Charges under the Standardised Approach for Market Risk
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Appendix CA-21: Investments in Commercial Entities
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Appendix CA-22: Comprehensive Example of Deductions
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Appendix CA-23: Comprehensive Example of Deductions and T2 2% Cap
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