Revised scope of credit risk IRB approaches for asset classes
| Portfolio/exposure | Basel II: Available approaches | Basel III: Available approaches |
|---|---|---|
| Large and mid-sized corporates (consolidated revenues > €500m) | A-IRB, F-IRB, SA | F-IRB, SA |
| Banks and other financial institutions | A-IRB, F-IRB, SA | F-IRB, SA |
| Equities | Various IRB approaches | SA |
| Specialised lending | A-IRB, F-IRB, slotting, SA | A-IRB, F-IRB, slotting, SA |
| Portfolio/exposure | Basel II: Available approaches | Basel III: Available approaches |
|---|---|---|
| Large and mid-sized corporates (consolidated revenues > €500 | A-IRB, F-IRB, SA | F-IRB, SA |
| Banks and other financial institutions | A-IRB, F-IRB, SA | F-IRB, SA |
| Equities | Various IRB approaches | SA |
| Specialised lending | A-IRB, F-IRB, slotting, SA | A-IRB, F-IRB, slotting, SA |
Source(s): BCBS, High-level summary of Basel III reforms, December 2017, https://www.bis.org/bcbs/publ/d424_hlsummary.pdf
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