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Subregulation (23) Instructions relating to the completion of the monthly form BA200 are furnished with reference to the headings and item descriptions of specified columns and line items appearing on form BA200

Items relating to the summary of selected credit risk related information: standardised approach

 

(23) A bank shall complete the form BA 200 in accordance with such instructions or requirements as may be determined or directed in writing by the Authority.

[Section 23(23) substituted by section 14 of Notice 5802, GG52013, dated 31 January 2025, shall come into operation on 1 February 2025])

 

Items relating to the summary of selected credit risk related information: standardised approach

Columns relating to summary of on-balance-sheet and off-balance-sheet credit exposure: standardised approach, items 14 to 34

Items relating to reconciliation of credit impairment: standardised approach

Columns relating to credit capital requirements based on risk weights: standardised approach, items 47 to 69

Columns relating to counterparty credit risk based on specified risk weights: standardised approach, items 80 to 86

Columns relating to counterparty credit risk analysis of standardised CVA risk weighted exposure: standardised approach, items 87 to 94

Columns relating to analysis of central counterparty trade exposure: standardised approach, items 95 to 98

Columns relating to analysis of qualifying central counterparty default fund guarantees: standardised approach, items 99 to 100

Columns relating to analysis of non-qualifying central counterparty default fund guarantees: standardarised approach, items 101 and 102

Items relating to summary of selected credit risk related information: IRB approach

Columns relating to summary of on-balance-sheet and off-balance-sheet credit exposure: IRB approach, items 124 to 151

Columns relating to capital requirement in respect of specialised lending subject to specified risk weights and specified risk grades: IRB approach, items 152 to 161

Items relating to reconciliation of credit impairments: IRB approach

Columns relating to analysis of past due exposure (EAD): IRB approach, items 219 to 246

Columns relating to counterparty credit risk: IRB approach, items 247 to 275

Items relating to counterparty credit risk analysis of netting: IRB approach

Columns relating to counterparty credit risk analysis of standardised CVA risk weighted exposure: IRB approach, items 277 to 284

Columns relating to analysis of central counterparty trade exposure: IRB approach, items 285 to 288

Columns relating to analysis of qualifying central counterparty default fund guarantees: IRB approach, items 289 and 290

Columns relating to analysis of non-qualifying central counterparty default fund guarantees: IRB approach, items 291 and 292

Columns relating to analysis of performing credit exposure, that is, EAD, analysed by effective maturity, items 308 to 320