2. Risk Components
- (i) Probability of Default (PD)
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(ii) Loss Given Default (LGD)
- — Treatment of Unsecured Claims and Non-recognised Collateral
- — Collateral under the Foundation Approach
- — Methodology for Recognition of Eligible Financial Collateral under the Foundation Approach
- — Carve Out from the Comprehensive Approach
- — Methodology for Recognition of Eligible IRB Collateral
- — Methodology for the Treatment of Pools of Collateral
- — Treatment of Certain Repo-style Transactions
- — Treatment of Guarantees and Credit Derivatives
- — Operational Requirements for Recognition of Double Default
- (iii) Exposure at Default (EAD)
- (iv) Effective Maturity (M)