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

Subregulation (11)(b) Minimum requirements

Subregulation (11)(c) Categorisation of exposures

Subregulation (11)(d) Risk-weighted exposure

[Deleted] Subregulation (11)(e) Securitisation or resecuritisation exposure: rating-based approach

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

Subregulation (11)(g) Securitisation exposure: internal assessment approach

Subregulation (11)(h) Securitisation exposure: conditions relating to a bank's internal assessment process

[Deleted] Subregulation (11)(i) Securitisation exposure: risk-weighted exposure calculated in terms of the standard formula approach

[Deleted] Subregulation (11)(j) Securitisation exposure: calculation of IRB capital requirement relating to a specific tranche

Subregulation (11)(k) Securitisation exposure: SEC-IRBA

Subregulation (11)(l) Securitisation exposure: Definition of attachment point A and detachment point D

Subregulation (11)(m) Securitisation exposure: Formulation of supervisory parameter (p)

Subregulation (11)(n) Securitisation exposure: matters relating to effective number of exposures, denoted by N

Subregulation (11)(o) Securitisation exposure: Calculation of risk weight

Subregulation (11)(p) Securitisation exposures subject to an early amortisation mechanism

Subregulation (11)(q) Risk weighted exposure equivalent to a deduction against capital and reserve funds