Division 86 F1

The CR EQU IRB template consists of two templates: CR EQU IRB 1 provides a general overview of IRB exposures of the equity exposure class and the different methods to calculate total risk exposure amounts. CR EQU IRB 2 provides a breakdown of total exposures assigned to obligor grades in the context of the PD/LGD approach. ‘ CR EQU IRB ’ refers to both ‘ CR EQU IRB 1 ’ and ‘ CR EQU IRB 2 ’ templates, as applicable, in the following instructions.