CA-5.7.10
Subject to CBB's discretion, banks using both the standardised and IRB approaches may rely on their internal methods for allocating provisions for recognition in capital under either the standardised or IRB approach, subject to the following conditions. Where the internal allocation method is made available, the CBB will establish the standards surrounding their use. Banks will need to obtain prior approval from CBB to use an internal allocation method for this purpose.
Apr 08