This exposure draft sets out the proposed requirements on the calculation of the capital charge for the Standardised Approach for Credit Risk under the Basel III reforms by financial institutions. These requirements also apply to financial institutions applying the Internal Ratings-Based Approach for Credit Risk in determining the output floor requirement, which will be consulted in the exposure draft on Capital Adequacy Framework (Basel III - Risk-Weighted Assets) - Internal Ratings-Based Approach for Credit Risk.

The Bank invites feedback on this exposure draft, including suggestions for specific issues or areas to be clarified and any alternative proposals the Bank should consider.

All feedback for the exposure draft must be submitted by 30 June 2023 to [email protected]. Submissions received may be made public unless confidentiality is specifically requested for the whole or any part of the submission.

Issuance Date:
20 January 2023

Issuing Department:
Jabatan Dasar Kewangan Pruden

Document:
Exposure Draft on Capital Adequacy Framework (Basel III – Risk-Weighted Assets) – Standardised Approach for Credit Risk