Internal Ratings-based Approach for Securitisation Exposures
- (i) Scope
- (ii) Hierarchy of Approaches
- (iii) Maximum Capital Requirement
- (iv) Ratings-Based Approach (RBA)
- (v) Internal Assessment Approach (IAA)
- (vi) Supervisory Formula (SF)
- (vii) Liquidity Facilities
- (viii) Treatment of Overlapping Exposures
- (ix) Eligible Servicer Cash Advance Facilities
- (x) Treatment of Credit Risk Mitigation for Securitisation Exposures
- (xi) Capital Requirement for Early Amortisation Provisions