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  • Capital Adequacy

    • PD-1.3.14

      All banks must present a summary discussion of the bank's approach to assessing the adequacy of capital to support current and future activities both on a risk-based capital basis (i.e. as in Chapters CA-1 and CA-2).

      Amended: July 2015
      April 2008

    • PD-1.3.15

      All banks must disclose the regulatory capital requirements for credit risk by the following categories:

      (a) Standard portfolios subject to the standardised approach, disclosed separately for each standard portfolio (see Paragraph PD-1.3.20); and
      (b) Securitisation exposures.
      Amended: July 2015
      Amended: April 2011
      Amended October 2010
      April 2008

    • PD-1.3.16

      [This Paragraph has been left blank].

      Amended: July 2015
      Amended: April 2011
      Amended October 2010
      April 2008

    • PD-1.3.17

      All banks must disclose their capital requirements for market risk under:

      (a) The standardised approach; or
      (b) The internal models approach (trading book) as applicable.
      Amended: July 2015
      Amended: April 2011
      Amended October 2010
      April 2008

    • PD-1.3.18

      All banks must disclose their capital requirements for operational risk under:

      (a) The basic indicator approach; or
      (b) The standardised approach (as applicable).
      Amended: July 2015
      Amended: April 2011
      Amended October 2010
      April 2008

    • PD-1.3.19

      All banks must disclose their total and Tier One Capital Ratios on the following basis:

      (a) For the top consolidated group in Bahrain; and
      (b) For all significant bank subsidiaries (i.e. whose regulatory capital amounts to over 5% of group consolidated regulatory capital whether on a stand-alone or sub-consolidated basis).
      Amended: July 2015
      Amended: April 2011
      Amended October 2010
      April 2008

    • PD-1.3.20

      In Paragraphs PD-1.3.15 and PD-1.3.26, the expression "standard portfolio" refers to the major categories of credit portfolios (a to i below) identified in Sections CA-3.2, CA-3.3 and CA-5.2 (standardised approach only):

      (a) Sovereign portfolio (including claims on international organisations and claims on multilateral development banks (MDBs);
      (b) Public Sector Entities (PSEs) Portfolio;
      (c) Banks Portfolio (including claims on securities/investment business firms eligible for treatment as banks — such firms are not eligible for the concessionary risk weighting treatment for certain claims under 3 months maturity);
      (d) Corporate Portfolio;
      (e) Regulatory retail portfolio (including claims on small business eligible for 75% risk weight);
      (f) Residential Retail Portfolio (qualifying for 35% risk weight only); and
      (g) Equity portfolio (contains all equities held in the banking book. Portfolios a – f must not contain any holdings of equities. The equity portfolio contains all holdings of equities which are risk-weighted at 100% or 150% and which are not consolidated in or deducted from the Tier One and Two capital of the bank).
      Amended: April 2011
      Amended October 2010
      April 2008