Directives and interpretations for completion of monthly return concerning credit risk (Form BA 200)
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Subregulations (1) to (4)

Subregulation (5) Calculation of credit risk exposure: standardised approach

Subregulation (6) Method 1: Calculation of credit risk exposure in terms of the simplified standardised approach

Subregulation (7) Credit risk mitigation: simplified standardised approach

Subregulation (8) Method 2: Calculation of credit risk exposure in terms of the standardised approach

Subregulation (9) Credit risk mitigation: standardised approach

Subregulation (10) Calculation of credit risk exposure: IRB approach

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

Subregulation (12) Credit risk mitigation: foundation IRB approach

Subregulation (13) Method 2: Calculation of credit-risk exposure in terms of the advanced IRB approach

Subregulation (14) Credit-risk mitigation: advanced IRB approach

Subregulation (15) Counterparty credit risk exposure and matters related thereto

Subregulation (16) Exposure to Central Counterparties and matters related thereto

Subregulation (17) Margin requirements for non-centrally cleared derivative instruments and matters related thereto

Subregulation (18) Calculation of counterparty credit exposure or EAD in terms of the standardised approach

Subregulation (19) Calculation of counterparty credit exposure in terms of the internal model method

Subregulation (20) Specific matters relating to delivery-versus-payment transactions, and non-delivery-versus-payment or free-delivery transactions

Subregulation (21) Expected loss

Subregulation (22) Credit impairment

Subregulation (23) Instructions relating to the completion of the monthly form BA200 are furnished with reference to the headings and item descriptions of specified columns and line items appearing on form BA200