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: standardised approach, items 215 to 228
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Columns relating to watch list: standardised approach, items 215 to 228

 

Column number

Description

2

Exposure amount

This column shall reflect the aggregate gross credit exposure amount in respect of the relevant obligor included in the reporting bank's watch list.

3

Risk weighted value of net exposure

This column shall reflect the reporting bank's relevant risk weighted net credit exposure amount, that is, the sum of the various types of credit exposure relating to the relevant counterparties on the bank's watch list, after the effects of netting, other forms of eligible credit risk mitigation, redistribution effects or relevant credit conversion factors have been taken into consideration, multiplied by the respective risk weights.