PD-1.3.15
Past version: Effective from 01 Oct 2010 to 31 Mar 2011
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All banks must disclose the regulatory capital requirements for credit risk by the following categories:
a) Standard portfolios subject to the standardised approach, disclosed separately for each standard portfolio (see Paragraph PD-1.3.20);
b) Standard portfolios subject to the FIRB approach, disclosed separately for each portfolio (see Paragraph PD-1.3.25); and
c) Securitisation exposures.
Amended October 2010
April 2008
April 2008