PD-1.3.20
In Paragraphs PD-1.3.15 and PD-1.3.26, the expression "standard portfolio" refers to the major categories of credit portfolios (a to i below) identified in Sections CA-3.2, CA-3.3 and CA-5.2 (standardised approach only):
(a) Sovereign portfolio (including claims on international organisations and claims on multilateral development banks (MDBs);
(b) Public Sector Entities (PSEs) Portfolio;
(c) Banks Portfolio (including claims on securities/investment business firms eligible for treatment as banks — such firms are not eligible for the concessionary risk weighting treatment for certain claims under 3 months maturity);
(d) Corporate Portfolio;
(e) Regulatory retail portfolio (including claims on small business eligible for 75% risk weight);
(f) Residential Retail Portfolio (qualifying for 35% risk weight only); and
(g) Equity portfolio (contains all equities held in the banking book. Portfolios a – f must not contain any holdings of equities. The equity portfolio contains all holdings of equities which are risk-weighted at 100% or 150% and which are not consolidated in or deducted from the Tier One and Two capital of the bank).
Amended: April 2011
Amended October 2010
April 2008
Amended October 2010
April 2008