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)Items relating to credit concentration risk - large exposure to a person: IRB approach |
Items relating to credit concentration risk - large exposure to a person: IRB approach
Item number |
Description |
285 to 300 |
Credit concentration risk - large exposure to a person |
Based on, amongst other things, the relevant requirements specified in subregulations (6) to (8), a bank that adopted the IRB approach for the measurement of the bank's exposure to credit risk shall complete items 285 to 300 of the form BA 210. |