South African Airways Act, 2007
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 thereof23. Credit risk: monthly returnDirectives and interpretations for completion of monthly return concerning credit risk (Form BA 200)Subregulation (13) Method 2: Calculation of credit-risk exposure in terms of the advanced IRB approachSubregulation (13)(e) Risk-weighted exposure equivalent to a deduction against capital and reserve funds |
| (e) | Risk weighted exposure equivalent to a deduction against capital and reserve funds |
A bank that adopted the advanced IRB approach for the measurement of the bank's exposure to credit risk shall risk weight any exposure specified in subregulation (11)(q) in accordance with the relevant requirements specified in the said subregulation (11)(q).
