Supplementary Information
- HC: High-level Controls
- GR: General Requirements
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BC: Business and Market Conduct
- Appendix BC 2: CBB Control List for Dishonored Cheques
- Appendix BC 3: CBB List of abusers of cheques — active
- Appendix BC 4: CBB List of abusers of cheques — inactive
- Appendix BC 5: Market Terminology — Foreign Currency and Deposit Market
- Appendix BC 6: Proposed Scale of Brokerage Fees
- Appendix BC 7: Caps on Fees and Charges for Standard Services Provided to Individuals Applicable to Retail Banks From 01/May/2018
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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
- CM: Credit Risk Management
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FC: Financial Crime
- Appendix FC 1: Amiri Decree Law No. 4
- Appendix FC-2A: Decree Law No. 54 (2006)
- Appendix FC-2B: Decree Law No. 58 (2006)
- Appendix FC 3: Guidelines for Detecting Suspicious Transactions
- Appendix FC 5: UN Security Council Resolution 1373 (2001)
- Appendix FC 6: Guidance Notes
- Appendix FC 7: UN Security Council Resolution 1267
- Appendix FC 8: Agreed-upon Procedures for testing Compliance with Module FC
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BR: CBB Reporting Requirements
- Appendix BR 1: Instructions for Completion of Statistical Returns
- Appendix BR 3: Guidelines for Overseas Conventional Banks
- Appendix BR 4: Guidelines for Completion of the Prudential Information Returns
- Appendix BR 12: Guidelines for Completion of Exposures to Connected Counterparties
- Appendix BR-17: Instructions for the Completion of the Eligible Accounts Report for the Deposits Protection Scheme
- Appendix BR-18: Requirements for Report on Private Placements
- PD Public Disclosure
- CP: Compensation
- OB: Open Banking