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Approach (IRBA) Approach (ERBA)€¦ · Internal Ratings-Based Approach (IRBA) External Ratings-Based Approach (ERBA) Standardized Approach (SEC-SA) 1250% Risk Weight (One-for-One

Jul 20, 2020

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Page 1: Approach (IRBA) Approach (ERBA)€¦ · Internal Ratings-Based Approach (IRBA) External Ratings-Based Approach (ERBA) Standardized Approach (SEC-SA) 1250% Risk Weight (One-for-One

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Internal Ratings-Based Approach (IRBA)

External Ratings-Based Approach (ERBA)

Standardized Approach (SEC-SA)

1250% Risk Weight (One-for-One Capital Deduction)

Page 2: Approach (IRBA) Approach (ERBA)€¦ · Internal Ratings-Based Approach (IRBA) External Ratings-Based Approach (ERBA) Standardized Approach (SEC-SA) 1250% Risk Weight (One-for-One
Page 3: Approach (IRBA) Approach (ERBA)€¦ · Internal Ratings-Based Approach (IRBA) External Ratings-Based Approach (ERBA) Standardized Approach (SEC-SA) 1250% Risk Weight (One-for-One

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Page 4: Approach (IRBA) Approach (ERBA)€¦ · Internal Ratings-Based Approach (IRBA) External Ratings-Based Approach (ERBA) Standardized Approach (SEC-SA) 1250% Risk Weight (One-for-One

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