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CBB Rulebook: Contents

  • Common Volume
  • Central Bank of Bahrain Volume 1—Conventional Banks
    • Part A
    • Part B
    • Quarterly Updates
    • Ad-hoc Communications
    • Archived Part A
      • Introduction
      • High Level Standards
      • Business Standards
        • BC Business and Market Conduct
        • CA Capital Adequacy
        • CA Capital Adequacy (October 2007)
        • CA Capital Adequacy (April 2008)
          • PART 1: Definition of Capital
          • PART 2: Credit Risk
            • CA-3 Credit Risk — The Standardized Approach
            • CA-4 Credit Risk — The Standardized Approach — Credit Risk Mitigation
            • 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
                • CA-5.7.1
                • 1. Calculation of Expected Losses
                  • CA-5.7.2
                  • (i) Expected Loss for Exposures other than SL Subject to the Supervisory Slotting Criteria
                  • (ii) Expected Loss for SL Exposures Subject to the Supervisory Slotting Criteria
                    • CA-5.7.4
                    • Supervisory Categories and EL Risk Weights for other SL Exposures
                    • Supervisory Categories and EL Risk Weights for HVCRE
                      • CA-5.7.6
                • 2. Calculation of Provisions
                • 3. Treatment of EL and Provisions
              • CA-5.8 Minimum Requirements for IRB Approach
            • CA-6 Credit Risk — Securitisation Framework
          • PART 3: Other Risks
        • CM Credit Risk Management
        • CM Credit Risk Management (June 2022)
        • OM Operational Risk Management [Versions from October 2007 to 31 December 2019]
        • OM Operational Risk Management
        • FC Financial Crimes
      • Prudential Requirements
      • Reporting Requirements
      • Enforcement & Redress
    • Archived Part B
  • Central Bank of Bahrain Volume 2—Islamic Banks
  • Central Bank of Bahrain Volume 3—Insurance
  • Central Bank of Bahrain Volume 4—Investment Business
  • Central Bank of Bahrain Volume 5—Specialised Licensees
  • Central Bank of Bahrain Volume 6—Capital Markets
  • Central Bank of Bahrain Volume 7—Collective Investment Undertakings
  • Bahrain Bourse (BHB) Material
  • Central Bank of Bahrain and Financial Institutions Law 2006
  • Bahrain Anti Money Laundering Law 2001
  • Regulation Governing Collective Investment Schemes June 2003
  • Bahrain Stock Exchange Law 1987
  • Bahrain Financial Trust Law 2006
  • Bahrain Insurance Law 1987
  • Bahrain Monetary Agency Law 1973
  • Commercial Companies Law 2001
  • CBB Disclosure Standards
  • CBB Debt Securities Guidelines
  • Ministerial Order — Money Laundering
  • CBB Resolution on Dissemination of Listed Companies' Financial Statements and Board of Directors' Meetings
  • CBB Regulations and Resolutions
  • The Corporate Governance Code of the Kingdom of Bahrain
  • Archive
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Breadcrumb

  1. Central Bank of Bahrain Volume 1—Conventional Banks
  2. Archived Part A
  3. Business Standards
  4. CA Capital Adequacy (April 2008)
  5. PART 2: Credit Risk
  6. CA-5 Credit Risk — The Internal Ratings-Based Approach
  7. CA-5.7 Treatment of Expected Losses and Recognition of Provisions
  8. 1. Calculation of Expected Losses
  9. (ii) Expected Loss for SL Exposures Subject to the Supervisory Slotting Criteria
  10. Supervisory Categories and EL Risk Weights for HVCRE
  Versions

 
  • Apr 01 2008 - Mar 31 2011
  • Apr 01 2011
‹ CA-5.7.5 CA-5.7.6 ›

Supervisory categories and EL risk weights for HVCRE

  • CA-5.7.6
‹ CA-5.7.5 CA-5.7.6 ›

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