Medicines and Related Substances Act, 1965
R 385
Banks Act, 1990 (Act No. 94 of 1990)RegulationsRegulations relating to BanksChapter II : Financial, Risk-based and other related Returns and Instructions, Directives and Interpretations relating to the completion thereof23. Credit risk: monthly returnDirectives and interpretations for completion of monthly return concerning credit risk (Form BA 200)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 BA200Columns relating to analysis of central counterparty trade exposure: IRB approach, items 285 to 288 |
Columns relating to analysis of central counterparty trade exposure: IRB approach, items 285 to 288
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Column number |
Description |
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1 |
Trade exposure |
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This column shall reflect the current and potential future exposure amount of a clearing member or a client to a central counterparty arising from any relevant OTC derivative instrument, exchange traded derivative transaction or securities financing transaction, calculated in accordance with the relevant requirements specified in subregulation (16) read with the relevant requirements respectively specified in subregulations (18) or (19) of these Regulations for the standardised approach or the internal model method. |
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|
3 |
Risk weighted exposure |
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This column shall reflect the relevant required risk weighted exposure amount of a clearing member or a client to a central counterparty arising from any relevant OTC derivative instrument, exchange traded derivative transaction or securities financing transaction, calculated in accordance with the relevant requirements specified in subregulation (16) read with the relevant requirements respectively specified in subregulations (18) or (19) of these Regulations for the standardised approach or the internal model method. |
[Regulation 23(23) substituted by section 3(q) of Notice No. 1427, GG44048, dated 31 December 2020 - effective 1 January 2021]
