PD-1.3.16
Past version: Effective from 01 Apr 2008 to 30 Sep 2010
To view other versions open the versions tab on the right
All banks must separately disclose their capital requirements for any equity exposures under the FIRB approach subject to the market-based approaches as below:
a) Equity portfolios subject to the simple risk-weight method; and
b) Equity portfolios in the banking book under the internal models approach (as applicable)
c) Equity portfolios subject to the PD/LGD approaches.
April 2008