+Article 267 3.

Article 267 3.

For the purposes of this Article, the risk weight that would be applicable under the IRB Approach in accordance with Chapter 3 shall include the ratio of:

(a) 

expected losses multiplied by 12,5 to

(b) 

the exposure value of the underlying exposures.

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards