Regulatory Alerts2016-08-08
Guideline No. 12/2016 of August 8 on the Calculation and Requirement of Regulatory Capital for Credit Risk and Counterparty Credit Risk
The Bank of Angola issued Guideline No. 12/2016 to establish the technical specifications for calculating regulatory capital requirements for credit risk and counterparty credit risk. The document defines key financial terms, outlines risk classification categories, and mandates specific risk weightings for various asset classes including public entities, institutions, and retail portfolios. It further details the calculation methods for risk positions, the application of credit risk mitigation techniques, and the transitional provisions for compliance.
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