Book traversal links for 14. IRB Approach: RWA for Purchased Receivables ‹ Supervisory Slotting Criteria for Specialized Lending Up Risk-Weighted Assets for Default Risk › 14. IRB Approach: RWA for Purchased Receivables No: 44047144 Date(g): 27/12/2022 | Date(h): 4/6/1444 Status: In-Force 14.1This chapter presents the method of calculating the unexpected loss capital requirements for purchased receivables. For such assets, there are internal ratings-based (IRB) capital charges for both default risk and dilution risk. Book traversal links for 14. IRB Approach: RWA for Purchased Receivables ‹ Supervisory Slotting Criteria for Specialized Lending Up Risk-Weighted Assets for Default Risk › 3809
