CA: Capital Adequacy
- Appendix CA-1 Minority interest illustrative example
- Appendix CA-2 Treatment of counterparty credit risk and cross-product netting
- Appendix CA-3 The 15% of common equity limit on specified items
- Appendix CA-4 Capital treatment for failed trades and non-DvP transactions
- Appendix CA-5 Overview of Methodologies for the Capital Treatment of Transactions Secured by Financial Collateral under the Standardised Approach
- Appendix CA-6 Illustrative IRB Risk Weights
- Appendix CA-7 Supervisory Slotting Criteria for Specialised Lending
- Appendix CA-8 Illustrative Examples: Calculating the Effect of Credit Risk Mitigation under the Supervisory Formula
- Appendix CA-9 Mapping of Business Lines
- Appendix CA 10: Basel II — Operational Risk — Standardized approach — Calculation of capital charge
- Appendix CA 11: Worked example of maturity method of calculating general interest rate risk
- Appendix CA 12: Worked example of duration method of calculating general interest rate risk
- Appendix CA 13: Worked example of maturity ladder approach for calculating commodities risk
- Appendix CA 14: Worked example of delta-plus method of calculating options risk
- Appendix CA 15: Supervisory Framework for the Use of "Backtesting" in Conjunction with the Internal Models Approach to Market Risk Capital Requirements
- Appendix CA 16: Table for Mapping Notations of ECAIs
- Appendix CA 17: Calculation of risk weighted amount of an investment subject to fair value treatment
- Appendix CA 18: Bahrain Sovereign and Public Sector Entities Eligible for Zero Risk Weighting
- Appendix CA 19: Stress Testing Guidance for the Correlation Trading Portfolio
- Appendix CA 20: Supplementary Schedules to Calculate Capital Charges under the Standardised Approach for Market Risk
- Appendix CA-21: Investments in Commercial Entities
- Appendix CA-22: Comprehensive Example of Deductions
- Appendix CA-23: Comprehensive Example of Deductions and T2 2% Cap