Basic Conditions of Employment Act, 1997
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 thereof24. Credit risk: quarterly returnDirective and interpretations for completion of the quarterly return concerning credit risk (Form BA 210)Subregulation (10) |
| (10) | Instructions relating to the completion of the quarterly form BA 210 are furnished with reference to the headings and item descriptions of certain columns and line item numbers appearing on form BA 210, as follows: |
Columns relating to credit risk mitigation: standardised approach, items 1 to 21
Columns relating to restructured credit exposure: standardised approach, items 22 to 42
Items relating to credit risk classification and impairment: standardised approach
Columns relating to credit risk classification and impairment: standardised approach, items 43 to 63
Items relating to credit concentration risk - large exposure to a person: standardised approach
Items relating to credit concentration risk - sectoral distribution: standardised approach
Columns relating to watch list: standardised approach, items 215 to 228
Columns relating to credit risk mitigation: IRB approach, items 229 to 256
Columns relating to restructured credit exposure: IRB approach, items 257 to 284
Items relating to credit concentration risk - large exposure to a person: IRB approach
Items relating to credit concentration risk - sectoral distribution: IRB approach
Items relating to credit concentration risk - Herfindahl-Hirschman Index (HHI): IRB approach
Columns relating to watch list: IRB approach, items 438 to 452
