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International Regulation of Banking - Capital and Risk Requirements, 2nd Edition by Gleeson, Simon (4th October 2012) [OLD EDITION]

Part II Commercial Banking, 10 The Internal Ratings Based Approach

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

Simon Gleeson

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From: Oxford Legal Research Library (http://olrl.ouplaw.com). (c) Oxford University Press, 2015. All Rights Reserved.date: 02 June 2020

Subject(s):
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...
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