CA-5 Credit Risk — The Internal Ratings-Based Approach
- CA-5.1 Overview
- CA-5.2 Mechanics of the IRB Approach
- CA-5.3 Rules for Corporate, Sovereign, and Bank Exposures
- CA-5.4 Rules for Retail Exposures
- CA-5.5 Rules for Equity Exposures
- CA-5.6 Rules for Purchased Receivables
- CA-5.7 Treatment of Expected Losses and Recognition of Provisions
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CA-5.8 Minimum Requirements for IRB Approach
- CA-5.8.1
- 1. Composition of Minimum Requirements
- 2. Compliance with Minimum Requirements
- 3. Rating System Design
- 4. Risk Rating System Operations
- 5. Corporate Governance and Oversight
- 6. Use of Internal Ratings
- 7. Risk Quantification
- 8. Validation of Internal Estimates
- 9. CBB's LGD and EAD estimates
- 10. Requirements for Recognition of Leasing
- 11. Calculation of Capital Charges for Equity Exposures
- 12. Disclosure Requirements