PD-1.3.16
Past version: Effective from 01 Oct 2010 to 31 Mar 2011
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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;
b) Equity portfolios in the banking book under the internal models approach (as applicable); and
c) Equity portfolios subject to the PD/LGD approaches.
Amended October 2010
April 2008
April 2008