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Banking (prudential standard) determination No. 2 of 2024
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Department of the Treasury
This item is authorised by the following title:
Banking Act 1959
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F2024L01074
03 September 2024
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Asset classes
IRB approval
Attachment A - IRB risk-weight functions
Attachment B – Risk components for each asset class
Attachment C - Treatment of expected losses and provisions
Attachment D - Minimum requirements for the use of an IRB approach
Attachment E - Requirements for recognition of collateral and credit risk mitigation
Attachment F - Risk-weighted assets for purchased receivables
Attachment G - Supervisory slotting criteria
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