Approach for prudential purposes

Domain ID

APPRCH_PRDNTL_PRPSS

Definition

Variables defined on the domain

Members

Member ID Name Definition
0 Not applicable
42 Standardised approach Standardised approach to calculate the risk-weighted exposure amounts in accordance with Part three, Title II, Chapter 2 of Regulation (EU) No 575/2013.
66 Advanced IRB Internal Ratings Based (IRB) approach to calculate the risk-weighted exposure amounts in accordance with Part three, Title II, Chapter 3 of Regulation (EU) No 575/2013 in case banks calculate and use their own PDs and other risk parameters subject to the supervisory guidelines.
67 Foundation IRB Internal Ratings Based (IRB) approach to calculate the risk-weighted exposure amounts in accordance with Part three, Title II, Chapter 3 of Regulation (EU) No 575/2013 in case banks use their own-calculated PDs, while for the other parameters predefined values provided by supervisors are taken.

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