Phase-in for the Removal of the Internal Ratings-Based Approach for Equity Exposures
No: 44047144
Date(g): 27/12/2022 | Date(h): 4/6/1444
Status: In-Force
Effective from Jan 01 2023 - Dec 31 2022 To view other versions open the versions tab on the right
17.2
The requirement to use the standardized approach for equity exposures in paragraph 10.41 will be subject to a five-year linear phase-in arrangement from 1 January 2023. During the phase-in period, the risk weight for equity exposures will be the greater of:
(1)
The risk weight as calculated using the internal ratings-based approach that applied to equity exposures prior to 1 January 2023; and
(2)
The risk weight set for the linear phase-in arrangement under the standardized approach for credit risk (see paragraph 17.1 above).
