Regulatory Alerts2021-05-12
Added · Updated
Completion Instructions for MA(BS)3 Part IIIc
This document provides completion instructions and illustrative examples for reporting the Risk-weighted Amount for Credit Risk under the Internal Ratings-Based (IRB) Approach. It details the structure and data entry requirements for Division A, which summarizes total risk-weighted amounts, and Division B, which breaks down risk-weighted amounts by IRB class and subclass for corporate, sovereign, bank, retail, and equity exposures. The text also includes illustrative tables for Division C, covering Loss Given Default (LGD) calculations for corporate, sovereign, and bank exposures, and Division F, illustrating Expected Loss and Excess Profit calculations. These instructions are intended for Authorized Institutions, such as the example entity XYZ Bank, to ensure consistent reporting of credit risk metrics.
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