Content Options:

Add to favourites

View Options:

More Resources:

External link Handbook Publications

You are viewing the version of the document as on 2021-08-01.

IRB approach

52one of the following:

  1. (a) the adjusted method of calculating the credit risk capital component set out in BIPRU 4 (IRB approach) and BIPRU 9.12 (Calculation of risk weighted exposure amounts under the internal ratings based approach), including that approach as applied under BIPRU 14 (Capital requirements for settlement and counterparty risk);
  2. (b) (where the approach in (a) is being applied on a consolidated basis) the method in (a) as applied on a consolidated basis in accordance with BIPRU 8 (Group risk - consolidation); or
  3. (c) when the reference is to the rules of or administered by a regulatory body other than the198 appropriate regulator,198 whatever corresponds to the approach in (a) or (b), as the case may be, under those rules.