CA-A.4.1

Past version: Effective from 01 Apr 2008 to 31 Dec 2010
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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