CA-A.4.1
For banks applying the IRB approach for credit risk, there will be a capital floor following implementation of this Module. Banks must calculate the difference between (i) the floor as defined in paragraph CA-A.4.2 and (ii) the amount as calculated according to paragraph CA-A.4.3. If the floor amount is larger, banks are required to add 12.5 times the difference to the risk-weighted assets.
Apr 08