(VER19.010126)
These Rules are divided into the following Chapters, Parts, Sections and Appendices:
| 1 | APPLICATION, INTERPRETATION AND CATEGORISATION | 1 |
| 1.1 | Application | 1 |
3.16 Adequate Capital Resources for Categories 1, 2, 3A and 5 ...88 3.17 Capital Conservation Buffer ...88 3.18 Countercyclical Capital Buffer ...89 3.19 Combined Buffer ...91 3.20 Adequate Capital Resources For Categories 3B, 3C and 4 ...95 PART 5 - Leverage ...96 3.21 The Leverage Ratio ...96 4 CREDIT RISK ...99 PART 1 – Application ...99 4.1 Application ...99 PART 2 - Credit Risk systems and controls ...100 4.2 Application of this part ...100 4.3 Credit Risk management systems ...100 4.4 Credit Risk strategy, policy, and procedures manual ...104 4.5 Processes for credit assessment ...109 PART 3 - CRCOM ...115 4.6 Application ...115 4.7 Simplified Approach ...115 4.8 Calculation of the CRCOM ...116 4.9 Methodology for measurement of Exposures ...118 4.10 Categorisation of Credit Risk Exposures (CR Exposures) ...124 4.11 Credit Quality Grades and External Credit Assessments ...126 4.12...