Banks Act, 1990 (Act No. 94 of 1990)

Regulations

Regulations relating to Banks

Chapter II : Financial, Risk-based and other related Returns and Instructions, Directives and Interpretations relating to the completion thereof

23. Credit risk: monthly return

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

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

Columns relating to analysis of performing credit exposure, that is, EAD, analysed by effective maturity, items 308 to 320
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Columns relating to analysis of performing credit exposure, that is, EAD, analysed by effective maturity, items 308 to 320

 

Column number

Description

3 to 28

EAD per specified asset class and effective maturity

Based on the relevant principles contained in, and the relevant requirements specified in, regulation 23(13)(d)(ii)(B), but disregarding any specified prudential floor or ceiling, these columns shall reflect the bank’s performing credit exposure, that is, the relevant EAD amounts, according to the specified effective maturity bands.

 

[Regulation 23(23) substituted by section 3(q) of Notice No. 1427, GG44048, dated 31 December 2020 - effective 1 January 2021]