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Banks Act, 1990 (Act No. 94 of 1990)

Regulations

Regulations relating to Banks

Chapter II : Financial, Risk-based and other related Returns and Instructions, Directives and Interpretations relating to the completion thereof

23. Credit risk: monthly return

Directives and interpretations for completion of monthly return concerning credit risk (Form BA 200)

Subregulation (11) Method 1 : Calculation of credit risk exposure in terms of the foundation IRB approach

[Deleted] Subregulation (11)(f) Securitisation exposure: conditions relating to an inferred rating

 

[Regulation 23(11)(f) deleted by section 2(dd) of Notice No. 2561, GG46996, dated 30 September 2022 - effective 1 October 2022]