Contents of Section

Chapter:

155M PDFTitle:Banking (Disclosure) RulesGazette Number:E.R. 1 of 2012
Section:67Heading:Capital adequacyVersion Date:09/02/2012

An authorized institution shall disclose¡X

    (a) its capital requirements for exposures in respect of which it uses the BSC approach;
    (b) its capital requirements for securitization exposures;
    (c) subject to section 70(1), its capital charge for market risk calculated in accordance with¡X
        (i) the approach it uses under the Capital Rules to calculate its market risk; or
        (ii) the approach it has approval under section 20(2)(a) of the Capital Rules to use to calculate its market risk,
    as the case requires; and
    (d) its capital charge for operational risk calculated in accordance with the approach it uses under the Capital Rules to calculate its operational risk.