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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-5.8 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
                  • (i) Overall Requirements for Estimation
                  • (ii) Definition of Default
                    • CA-5.8.63
                    • CA-5.8.64
                    • CA-5.8.65
                    • CA-5.8.66
                    • CA-5.8.67
                    • CA-5.8.68
                  • (iii) Re-ageing
                  • (iv) Treatment of Overdrafts
                  • (v) Definition of Loss for all Asset Classes
                  • (vi) Requirements Specific to PD Estimation
                  • (vii) Requirements Specific to Own-LGD Estimates
                  • (viii) Requirements Specific to Own-EAD Estimates
                  • (ix) Minimum Requirements for Assessing Effect of Guarantees and Credit Derivatives
                  • (x) Requirements Specific to Estimating PD and LGD (or EL) for Qualifying Purchased Receivables
                • 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
            • 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-5.8 Minimum Requirements for IRB Approach
  8. 7. Risk Quantification
  9. (ii) Definition of Default
  Versions

 
  • Apr 01 2008 - Mar 31 2011
  • Apr 01 2011
‹ CA-5.8.62 CA-5.8.63 ›

(ii) Definition of default

  • CA-5.8.63
  • CA-5.8.64
  • CA-5.8.65
  • CA-5.8.66
  • CA-5.8.67
  • CA-5.8.68
‹ CA-5.8.62 CA-5.8.63 ›

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