Jump to Content Jump to Main Navigation

Part II Commercial Banking, 10 The Internal Ratings Based Approach

From: International Regulation of Banking: Capital and Risk Requirements (2nd Edition)

Simon Gleeson

A newer edition of International Regulation of Banking is available. Latest edition (3 ed.)
Next Edition: 3rd Edition Latest edition (3 ed.)

From: Oxford Legal Research Library (http://olrl.ouplaw.com). (c) Oxford University Press, 2015. All Rights Reserved.date: 27 October 2020

Regulation of banks — Lending and credit — Mortgage — Equity — Bonds — Netting — Basel 3
10.01 The building blocks of the IRB are the asset categories. Each asset category uses a different methodology to ascribe risk weightings to exposures, and in many cases the attribution of a particular asset to one class rather than another will have an impact on the amount of regulatory capital it requires. The asset classes are as follows: Classification Sub-classifications Corporate exposures Sovereign exposures Bank exposures Retail exposures Equity exposures Eligible purchased receivables 10.02 Under Basel II, all of these exposures are weighted using the...
Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.