Calculation of capital requirements
- CA-6.4.1
- (i) Deduction
- (ii) Implicit Support
- (iii) Exceptions to General Treatment of Unrated Securitisation Exposures
- (iv) Credit Conversion Factors for Off-balance Sheet Exposures
- (vi) Capital Requirement for Early Amortisation Provisions
- (vii) Determination of CCFs for Controlled Early Amortisation Features
- (viii) Determination of CCFs for Non-controlled Early Amortisation Features