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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.