‹ CA-5.2.51 CA-5.3.1 › CA-5.3 Rules for corporate, sovereign, and bank exposures CA-5.3.1 1. Risk-weighted Assets for Corporate, Sovereign, and Bank Exposures (i) Formula for Derivation of Risk-weighted Assets (ii) Firm-size Adjustment for Small- and Medium-sized Entities (SME) (iii) Risk Weights for Specialised Lending (iv) Calculation of Risk-weighted Assets for Exposures Subject to the Double Default Framework 2. Risk Components (i) Probability of Default (PD) (ii) Loss Given Default (LGD) (iii) Exposure at Default (EAD) (iv) Effective Maturity (M) ‹ CA-5.2.51 CA-5.3.1 ›
