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Central Bank of Bahrain Volume 1—Conventional Banks
Archived Part A
Business Standards
CA Capital Adequacy (April 2008)
PART 2: Credit Risk
CA-5 Credit Risk — The Internal Ratings-Based Approach
CA-5.7 Treatment of Expected Losses and Recognition of Provisions
1. Calculation of Expected Losses
(ii) Expected Loss for SL Exposures Subject to the Supervisory Slotting Criteria
Supervisory Categories and EL Risk Weights for other SL Exposures
CA-5.7.5
Supervisory Categories and EL Risk Weights for other SL Exposures
CA-5.7.5
The risk weights for SL, other than HVCRE, are as follows:
Strong
Good
Satisfactory
Weak
Default
5%
10%
35%
100%
625%
Apr 08