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

24. Credit risk: quarterly return

Directive and interpretations for completion of the quarterly return concerning credit risk (Form BA 210)

Subregulation (10)

Columns relating to watch list: IRB approach, items 438 to 452
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Columns relating to watch list: IRB approach, items 438 to 452

 

Column number

Description

5

Risk weighted value of EAD

In respect of the total credit exposure amount relating to relevant obligor included in the reporting bank's watch list, this column shall reflect the relevant risk weighted amount, calculated in accordance with the relevant requirements specified in these Regulations.

6

Specific credit impairment

In respect of the relevant obligor included in the rep bank's watch list, this column shall reflect the relevant aggregate amount relating to any specific credit impairment raised by the reporting bank in accordance with the relevant requirements of Financial Reporting Standards issued from time to time.