PD-1.3.20
Past version: Effective from 01 Apr 2008 to 30 Sep 2010
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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).
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).
April 2008