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 thereof24. Credit risk: quarterly returnDirective and interpretations for completion of the quarterly return concerning credit risk (Form BA 210)Subregulation (10)Columns relating to watch list: IRB approach, items 438 to 452 |
Columns relating to watch list: IRB approach, items 438 to 452
Column number |
Description |
5 |
Risk weighted value of EAD |
In respect of the total credit exposure amount relating to relevant obligor included in the reporting bank's watch list, this column shall reflect the relevant risk weighted amount, calculated in accordance with the relevant requirements specified in these Regulations. |
|
6 |
Specific credit impairment |
In respect of the relevant obligor included in the rep bank's watch list, this column shall reflect the relevant aggregate amount relating to any specific credit impairment raised by the reporting bank in accordance with the relevant requirements of Financial Reporting Standards issued from time to time. |