Enumeration | Definition |
---|---|
A-IRB | Advanced internal ratings-based approach. |
Alternative calculation of own funds requirements for exposures to a QCCP | |
F-IRB | Refers to the methods of calculating the credit risk capital component as set out in CRR Part 3 Title II Chapter 3, where permission has been granted under CRR Article 143, but solely for calculating PD such that the values in CRR Articles 161 and 162 still apply. |
IRB slotting | Classification system to calculate capital required to be set aside to cover losses on specialised lending, including property loans, as set out in CRR Article 153. |
Own funds requirements for pre-funded contributions to the default fund of a QCCP | |
Pre-funded and un-funded default fund contributions of a non-qualifying CCP | |
Standardised |