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)

Items relating to credit concentration risk - large exposure to a person: IRB approach
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Items relating to credit concentration risk - large exposure to a person: IRB approach

 

Item number

Description

285 to 300

Credit concentration risk - large exposure to a person

Based on, amongst other things, the relevant requirements specified in subregulations (6) to (8), a bank that adopted the IRB approach for the measurement of the bank's exposure to credit risk shall complete items 285 to 300 of the form BA 210.