Implementation of Geneva Conventions Act, 2012
R 385
Subregulation (12) Credit risk mitigation: foundation IRB approach |
Subregulation (12)(a) On-balance-sheet netting
Subregulation (12)(b) Collateral
Subregulation (12)(c) Pools of collateral
Subregulation (12)(d) Guarantees
Subregulation (12)(e) Credit-derivative instruments
Subregulation (12)(f) Maturity mismatches
Subregulation (12)(g) Double default
