credit_risk

Modules:

• central_counterparties_default_approach –

  The default approach, set out in CRE54.

• counterparty_risk_default_approach –

  The default approach, set out in CRE51.

• fall_back_approach –

  The fall-back approach, set out in CRE60.

• internal_assessment_approach –

  The Internal Assessment Approach (IAA), set out in CRE40 to CRE45.

• internal_ratings_based_approach –

  The internal ratings-based (IRB) approach, set out in CRE30 to CRE36.

• look_through_approach –

  The look-through approach, set out in CRE60.

• mandate_based_approach –

  The mandate-based approach, set out in CRE60.

• rwa –

  Module defining classes for calculating Credit Risk Weighted Assets (RWA).

• secrutisation_internal_ratings_based_approach –

  The Securitisation Internal Ratings-Based Approach (SEC-IRBA), set out in CRE40 to CRE45.

• securitisation_external_ratings_based_approach –

  The Securitisation External Ratings-Based Approach (SEC-ERBA), set out in CRE40 to CRE45.

• securitisation_standardised_approach –

  The Securitisation Standardised Approach (SEC-SA), set out in CRE40 to CRE45.

• standardised_approach –

  The standardised approach, set out in CRE20 to CRE22.

• unsettled_transactions_failed_trades_default_approach –

  The default approach, set out in CRE70.