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			ID161745D='<span class=\\\"mov_name\\\">Advanced Measurement Approach</span><span class=\"mov_desc\">Under the AMA, the regulatory capital requirement will equal the risk measure generated by the bank’s internal operational risk measurement system using the quantitative and qualitative criteria for the AMA discussed below. Use of the AMA is subject to supervisory approval.</span>';				
				ID161835D='<span class=\\\"mov_name\\\">All Basel || requirements</span>';				
				ID161838D='<span class=\\\"mov_name\\\">All Basel II requirements</span>';				
				ID161772D='<span class=\\\"mov_name\\\">Assessment of capital adequacy</span><span class=\"mov_desc\">749. Supervisors should review the bank’s processes to determine that:<br />• Target levels of capital chosen are comprehensive and relevant to the current operating environment;<br />• These levels are properly monitored and reviewed by senior management; and<br />• The composition of capital is appropriate for the nature and scale of the bank’s business.<br />750. Supervisors should also consider the extent to which the bank has provided for unexpected events in setting its capital levels. This analysis should cover a wide range of external conditions and scenarios, and the  ophistication of techniques and stress tests used should be commensurate with the bank’s activities.</span>';				
				ID161775D='<span class=\\\"mov_name\\\">Assessment of the control environment</span><span class=\"mov_desc\">751. Supervisors should consider the quality of the bank’s management information reporting and systems, the manner in which business risks and activities are aggregated, and management’s record in responding to emerging or changing risks.<br />752. In all instances, the capital level at an individual bank should be determined according to the bank’s risk profile and adequacy of its risk management process and internal controls. External factors such as business cycle effects and the macroeconomic environment should also be considered.</span>';				
				ID161742D='<span class=\\\"mov_name\\\">Basic Indicator Approach</span><span class=\"mov_desc\">Banks using the Basic Indicator Approach must hold capital for operational risk equal to the average over the previous three years of a fixed percentage (denoted alpha) of positive annual gross income. Figures for any year in which annual gross income is negative or zero should be excluded from both the numerator and denominator when calculating the average.</span>';				
				ID161688D='<span class=\\\"mov_name\\\">Block-137858</span>';				
				ID161691D='<span class=\\\"mov_name\\\">Block-137858-137869</span>';				
				ID161724D='<span class=\\\"mov_name\\\">Block-137858-137869-137962</span>';				
				ID161736D='<span class=\\\"mov_name\\\">Block-137858-137869-137962-138006</span>';				
				ID161733D='<span class=\\\"mov_name\\\">Block-137858-137869-138003</span>';				
				ID161748D='<span class=\\\"mov_name\\\">Block-137858-137932-137968-138043</span><span class=\"mov_desc\">685. A trading book consists of positions in financial instruments and commodities held<br />either with trading intent or in order to hedge other elements of the trading book. To be<br />eligible for trading book capital treatment, financial instruments must either be free of any<br />restrictive covenants on their tradability or able to be hedged completely. In addition,<br />positions should be frequently and accurately valued, and the portfolio should be actively<br />managed.<br />686. A financial instrument is any contract that gives rise to both a financial asset of one<br />entity and a financial liability or equity instrument of another entity. Financial instruments<br />include both primary financial instruments (or cash instruments) and derivative financial<br />instruments. A financial asset is any asset that is cash, the right to receive cash or another<br />financial asset; or the contractual right to exchange financial assets on potentially favourable<br />terms, or an equity instrument. A financial liability is the contractual obligation to deliver cash<br />or another financial asset or to exchange financial liabilities under conditions that are<br />potentially unfavourable.<br />687. Positions held with trading intent are those held intentionally for short-term resale<br />and/or with the intent of benefiting from actual or expected short-term price movements or to<br />lock in arbitrage profits, and may include for example proprietary positions, positions arising<br />from client servicing (e.g. matched principal broking) and market making.<br />687(i). Banks must have clearly defined policies and procedures for determining which<br />exposures to include in, and to exclude from, the trading book for purposes of calculating<br />their regulatory capital, to ensure compliance with the criteria for trading book set forth in this<br />Section and taking into account the bank’s risk management capabilities and practices.<br />Compliance with these policies and procedures must be fully documented and subject to<br />periodic internal audit.</span>';				
				ID161790D='<span class=\\\"mov_name\\\">Block-137858-137932-137968-138043-138118</span>';				
				ID161796D='<span class=\\\"mov_name\\\">Block-137858-137932-137968-138043-138118-138137</span>';				
				ID161802D='<span class=\\\"mov_name\\\">Block-137858-137932-137968-138043-138118-138137-138151</span>';				
				ID161805D='<span class=\\\"mov_name\\\">Block-137858-137932-137968-138043-138118-138137-138151-138156</span>';				
				ID161730D='<span class=\\\"mov_name\\\">Block-137858-138000</span>';				
				ID161754D='<span class=\\\"mov_name\\\">Board and senior management oversight</span><span class=\"mov_desc\">A sound risk management process is the foundation for an effective assessment of the adequacy of a bank’s capital position. Bank management is responsible for understanding the nature and level of risk being taken by the bank and how this risk relates to adequate capital levels. It is also responsible for ensuring that the formality and sophistication of the risk management processes are appropriate in light of the risk profile and business plan.</span>';				
				ID161811D='<span class=\\\"mov_name\\\">Capital adequacy disclosure</span><span class=\"mov_desc\">Qualitative  disclosures<br />\n(a) A summary discussion of the bank’s approach to assessing the adequacy of its<br />capital to support current and future activities.<br />\nQuantitative disclosures<br />\n(b) Capital requirements for credit risk:<br />• Portfolios subject to standardised or simplified standardised approach, disclosed separately for each portfolio;<br />• Portfolios subject to the IRB approaches, disclosed separately for each portfolio under the foundation IRB  approach and for each portfolio under the advanced IRB approach:<br />• Corporate (including SL not subject to supervisory slotting criteria), sovereign and bank;<br />• Residential mortgage;<br />• Qualifying revolving retail; and<br />• Other retail;<br />• Securitisation exposures.<br />(c) Capital requirements for equity exposures in the IRB approach:<br />• Equity portfolios subject to the market-based approaches;<br />• Equity portfolios subject to simple risk weight method; and<br />• Equities in the banking book under the internal models approach (for banks using IMA for banking book equity exposures).<br />• Equity portfolios subject to PD/LGD approaches.<br />(d) Capital requirements for market risk:<br />• Standardised approach;<br />• Internal models approach — Trading book.<br />(e) Capital requirements for operational risk:<br />• Basic indicator approach;<br />• Standardised approach;<br />• Advanced measurement approach (AMA).<br />(f) Total and Tier 1192 capital ratio:<br />• For the top consolidated group; and<br />• For significant bank subsidiaries (stand alone or sub-consolidated depending on how the Framework is applied).</span>';				
				ID161808D='<span class=\\\"mov_name\\\">Capital structure disclosure</span><span class=\"mov_desc\">Qualitative Disclosures:<br />\n(a) Summary information on the terms and conditions of the main features of all capital instruments, especially in the case of innovative, complex or hybrid capital instruments.<br />\nQuantitative Disclosures:<br />\n(b) The amount of Tier 1 capital, with separate disclosure of:<br />• paid-up share capital/common stock;<br />• reserves;<br />• minority interests in the equity of subsidiaries;<br />• innovative instruments;<br />• other capital instruments;<br />• surplus capital from insurance companies;<br />• regulatory calculation differences deducted from Tier 1 capital;  and<br />• other amounts deducted from Tier 1 capital, including goodwill and investments.<br />(c) The total amount of Tier 2 and Tier 3 capital.<br />(d) Other deductions from capital.<br />(e) Total eligible capital.</span>';				
				ID161760D='<span class=\\\"mov_name\\\">Comprehensive assessment of risks</span><span class=\"mov_desc\">732. All material risks faced by the bank should be addressed in the capital assessment process. While the Committee recognises that not all risks can be measured precisely, a process should be developed to estimate risks. Therefore, the following risk exposures, which by no means constitute a comprehensive list of all risks, should be considered.</span>';				
				ID161718D='<span class=\\\"mov_name\\\">Credit Risk</span>';				
				ID161721D='<span class=\\\"mov_name\\\">Credit Risk – Securitisation Framework</span><span class=\"mov_desc\">Banks must apply the securitisation framework for determining regulatory capital requirements on exposures arising from traditional and synthetic securitisations or similar structures that contain features common to both. Since securitisations may be structured in many different ways, the capital treatment of a securitisation exposure must be determined on the basis of its economic substance rather than its legal form. Similarly, supervisors will look to the economic substance of a transaction to determine whether it should be subject to the securitisation framework for purposes of determining regulatory capital. Banks are encouraged to consult with their national supervisors when there is uncertainty about whether a given transaction should be considered a securitisation. For example, transactions involving cash flows from real estate (e.g. rents) may be considered specialised lending exposures, if warranted.</span>';				
				ID161817D='<span class=\\\"mov_name\\\">Credit risk disclosure</span><span class=\"mov_desc\">825. General disclosures of credit risk provide market participants with a range of<br />information about overall credit exposure and need not necessarily be based on information<br />prepared for regulatory purposes. Disclosures on the capital assessment techniques give<br />information on the specific nature of the exposures, the means of capital assessment and<br />data to assess the reliability of the information disclosed.</span>';				
				ID161712D='<span class=\\\"mov_name\\\">Data analysis </span><span class=\"mov_desc\">448. Internal estimates of PD, LGD, and EAD must incorporate all relevant, material and<br />available data, information and methods. A bank may utilise internal data and data from<br />external sources (including pooled data). Where internal or external data is used, the bank<br />must demonstrate that its estimates are representative of long run experience.</span>';				
				ID161703D='<span class=\\\"mov_name\\\">Data collection</span><span class=\"mov_desc\">420. If the bank employs statistical models in the rating process, the bank must document their methodologies.<br />\n673. (...) A bank’s internal loss data must be comprehensive in that it captures all material activities and exposures from all appropriate sub-systems and geographic locations. A bank must be able to justify that any excluded activities or exposures, both individually and in combination, would not have a material impact on the overall risk estimates. A bank must have an appropriate de minimis gross loss threshold for internal loss data collection, for example €10,000. The appropriate threshold may vary somewhat between banks, and within a bank across business lines and/or event types. However, particular thresholds should be broadly consistent with those used by peer banks.</span>';				
				ID161709D='<span class=\\\"mov_name\\\">Data quality</span><span class=\"mov_desc\">411. To ensure that banks are consistently taking into account available information, they must use all relevant and material information in assigning ratings to borrowers and facilities. Information must be current. The less information a bank has, the more conservative must be its assignments of exposures to borrower and facility grades or pools. An external rating can be the primary factor determining an internal rating assignment; however, the bank must ensure that it considers other relevant information.</span>';				
				ID161706D='<span class=\\\"mov_name\\\">Data warehousing</span><span class=\"mov_desc\">429. A bank must collect and store data on key borrower and facility characteristics to provide effective support to its internal credit risk measurement and management process, to enable the bank to meet the other requirements in this document, and to serve as a basis for supervisory reporting. These data should be sufficiently detailed to allow retrospective reallocation of obligors and facilities to grades, for example if increasing sophistication of the internal rating system suggests that finer segregation of portfolios can be achieved. </span>';				
				ID161826D='<span class=\\\"mov_name\\\">Equities disclosure</span><span class=\"mov_desc\">Qualitative Disclosures<br />\n(a) The general qualitative disclosure requirement (paragraph 824) with respect to equity risk, including:<br />• differentiation between holdings on which capital gains are expected and those taken under other objectives including for relationship and strategic reasons; and<br />• discussion of important policies covering the valuation and accounting of equity holdings in the banking book. This includes the accounting techniques and valuation methodologies used, including key assumptions and practices affecting valuation as well as significant changes in these practices.<br />\nQuantitative Disclosures<br />\n(b) Value disclosed in the balance sheet of investments, as well as the fair value of those investments; for quoted securities, a comparison to publicly quoted share values where the share price is materially different from fair value.<br />(c) The types and nature of investments, including the amount that can be classified as:<br />• Publicly traded; and<br />• Privately held.<br />(d) The cumulative realised gains (losses) arising from sales and liquidations in the reporting period.<br />(e)<br />• Total unrealised gains (losses)229<br />• Total latent revaluation gains (losses)230<br />• any amounts of the above included in Tier 1 and/or Tier 2 capital.<br />(f) Capital requirements broken down by appropriate equity groupings, consistent with the bank’s methodology, as well as the aggregate amounts and the type of equity investments subject to any supervisory transition or grandfathering </span>';				
				ID161700D='<span class=\\\"mov_name\\\">Estimations of exposure at default (EAD) </span><span class=\"mov_desc\">An estimate of the exposure amount for each transaction.</span>';				
				ID161694D='<span class=\\\"mov_name\\\">Estimations of loss given default (LGD) </span><span class=\"mov_desc\">LGD is the fraction of EAD that will not be recovered following default. It is a facility-specific as such losses are generally understood to be influenced by key transaction characteristics such as the presence of collateral and the degree of subordination.</span>';				
				ID161697D='<span class=\\\"mov_name\\\">Estimations of probability of default (PD)</span><span class=\"mov_desc\">The probability of default is the likelihood that a loan will not be repaid and will fall into default.</span>';				
				ID161814D='<span class=\\\"mov_name\\\">General qualitative disclosure requirement</span><span class=\"mov_desc\">824. For each separate risk area (e.g. credit, market, operational, banking book interest<br />rate risk, equity) banks must describe their risk management objectives and policies,<br />including:<br />• strategies and processes;<br />• the structure and organisation of the relevant risk management function;<br />• the scope and nature of risk reporting and/or measurement systems;<br />• policies for hedging and/or mitigating risk and strategies and processes for<br />monitoring the continuing effectiveness of hedges/mitigants.</span>';				
				ID161829D='<span class=\\\"mov_name\\\">Interest rate risk in the banking book disclosure</span><span class=\"mov_desc\">Qualitative disclosures<br />\n(a) The general qualitative disclosure requirement (paragraph 824), including the nature of IRRBB and key assumptions, including assumptions regarding loan prepayments and behaviour of non-maturity deposits, and frequency of IRRBB measurement.<br />\nQuantitative disclosures<br />\n(b) The increase (decline) in earnings or economic value (or relevant measure used by management) for upward and downward rate shocks according to management’s method for measuring IRRBB, broken down by currency (as relevant).</span>';				
				ID161766D='<span class=\\\"mov_name\\\">Internal control review</span><span class=\"mov_desc\">The bank’s internal control structure is essential to the capital assessment process. Effective control of the capital assessment process includes an independent review and, where appropriate, the involvement of internal or external audits. The bank’s board of directors has a responsibility to ensure that management establishes a system for assessing  the various risks, develops a system to relate risk to the bank’s capital level, and establishes a method for monitoring compliance with internal policies. The board should regularly verify whether its system of internal controls is adequate to ensure well-ordered and prudent conduct of business.</span>';				
				ID161682D='<span class=\\\"mov_name\\\">Internal Ratings Based Approach</span><span class=\"mov_desc\">Subject to certain minimum conditions and disclosure requirements, banks that have received supervisory approval to use the IRB approach may rely on their own internal estimates of risk components in determining the capital requirement for a given exposure. The risk components include measures of the probability of default (PD), loss given default (LGD), the exposure at default (EAD), and effective maturity (M). In some cases, banks may be required to use a supervisory value as opposed to an internal estimate for one or more of the risk components.</span>';				
				ID161820D='<span class=\\\"mov_name\\\">Market risk disclosure</span><span class=\"mov_desc\">Qualitative disclosures<br />\n(a) The general qualitative disclosure requirement (paragraph 824) for market risk including the portfolios covered by the standardised approach.<br />\nQuantitative disclosures<br />\n(b) The capital requirements for:<br />• interest rate risk;<br />• equity position risk;<br />• foreign exchange risk; and<br />• commodity risk.</span>';				
				ID161763D='<span class=\\\"mov_name\\\">Monitoring and reporting</span><span class=\"mov_desc\">743. The bank should establish an adequate system for monitoring and reporting risk exposures and assessing how the bank’s changing risk profile affects the need for capital. The bank’s senior management or board of directors should, on a regular basis, receive reports on the bank’s risk profile and capital needs. These reports should allow senior management to:<br />• Evaluate the level and trend of material risks and their effect on capital levels;<br />• Evaluate the sensitivity and reasonableness of key assumptions used in the capital assessment measurement system;<br />• Determine that the bank holds sufficient capital against the various risks and is in compliance with established capital adequacy goals; and<br />• Assess its future capital requirements based on the bank’s reported risk profile and make necessary adjustments to the bank’s strategic plan accordingly.</span>';				
				ID161727D='<span class=\\\"mov_name\\\">Operational Risk</span>';				
				ID161823D='<span class=\\\"mov_name\\\">Operational risk disclosure</span><span class=\"mov_desc\">Qualitative disclosures<br />\n(a) In addition to the general qualitative disclosure requirement (paragraph 824), the approach(es) for operational risk capital assessment for which the bank qualifies.<br />(b) Description of the AMA, if used by the bank, including a discussion of relevant internal and external factors considered in the bank’s measurement approach. In the case of partial use, the scope and coverage of the different approaches used.<br />(c) * For banks using the AMA, a description of the use of insurance for the purpose of mitigating operational risk.</span>';				
				ID161793D='<span class=\\\"mov_name\\\">Principle 1: Banks should have a process for assessing their overall capital adequacy</span><span class=\"mov_desc\">Banks must be able to demonstrate that chosen internal capital targets are well founded and that these targets are consistent with their overall risk profile and current operating environment. In assessing capital adequacy, bank management needs to be mindful of the particular stage of the business cycle in which the bank is operating. Rigorous, forward-looking stress testing that identifies possible events or changes in market conditions that could adversely impact the bank should be performed. Bank management clearly bears primary responsibility for ensuring that the bank has adequate capital to support its risks.</span>';				
				ID161799D='<span class=\\\"mov_name\\\">Principle 2: Supervisors should review and evaluate banks’ internal capital adequacy</span><span class=\"mov_desc\">Principle 2: Supervisors should review and evaluate banks’ internal capital adequacy assessments and strategies, as well as their ability to monitor and ensure their compliance with regulatory capital ratios. Supervisors should take appropriate supervisory action if they are not satisfied with the result of this  process.</span>';				
				ID161784D='<span class=\\\"mov_name\\\">Principle 3</span><span class=\"mov_desc\">Principle 3: Supervisors should expect banks to operate above the minimum regulatory capital ratios and should have the ability to require banks to hold capital in excess of the minimum.</span>';				
				ID161787D='<span class=\\\"mov_name\\\">Principle 4</span><span class=\"mov_desc\">Principle 4: Supervisors should seek to intervene at an early stage to prevent capital from falling below the minimum levels required to support the risk characteristics of a particular bank and should require rapid remedial action if capital is not maintained or restored.</span>';				
				ID161769D='<span class=\\\"mov_name\\\">Review of adequacy of risk assessment</span><span class=\"mov_desc\">Supervisors should assess the degree to which internal targets and processes incorporate the full range of material risks faced by the bank. Supervisors should also review the adequacy of risk measures used in assessing internal capital adequacy and the extent to which these risk measures are also used operationally in setting limits, evaluating business line performance, and evaluating and controlling risks more generally. Supervisors should consider the results of sensitivity analyses and stress tests conducted by the institution and how these results relate to capital plans.</span>';				
				ID161757D='<span class=\\\"mov_name\\\">Sound capital assessment</span><span class=\"mov_desc\">731. Fundamental elements of sound capital assessment include:<br />• Policies and procedures designed to ensure that the bank identifies, measures, and reports all material risks;<br />• A process that relates capital to the level of risk;<br />• A process that states capital adequacy goals with respect to risk, taking account of the bank’s strategic focus and business plan; and<br />• A process of internal contr</span>';				
				ID161685D='<span class=\\\"mov_name\\\">Standardised Approach (CR)</span><span class=\"mov_desc\">In determining the risk weights in the standardised approach, banks may use assessments by external credit assessment institutions recognised as eligible for capital purposes by national supervisors (in accordance with the criteria defined in Basel II paragraphs 90 and 91). Exposures should be risk-weighted net of specific provisions.</span>';				
				ID161739D='<span class=\\\"mov_name\\\">Standardised Approach (OR)</span><span class=\"mov_desc\">652. In the Standardised Approach, banks’ activities are divided into eight business lines: corporate finance, trading & sales, retail banking, commercial banking, payment & settlement, agency services, asset management, and retail brokerage. The business lines are defined in detail in Annex 8 of Basel II Pillar 1.<br />653. Within each business line, gross income is a broad indicator that serves as a proxy for the scale of business operations and thus the likely scale of operational risk exposure within each of these business lines. The capital charge for each business line is calculated by multiplying gross income by a factor (denoted beta) assigned to that business line. Beta serves as a proxy for the industry-wide relationship between the operational risk loss experience for a given business line and the aggregate level of gross income for that business line. It should be noted that in the Standardised Approach gross income is measured for each business line, not the whole institution, i.e. in corporate finance, the indicator is the gross income generated in the corporate finance business line.</span>';				
				ID161781D='<span class=\\\"mov_name\\\">Supervisory response</span><span class=\"mov_desc\">756. Having carried out the review process described above, supervisors should take appropriate action if they are not satisfied with the results of the bank’s own risk assessment and capital allocation. Supervisors should consider a range of actions, such as those set out under Principles 3 and 4 below.</span>';				
				ID161778D='<span class=\\\"mov_name\\\">Supervisory review of compliance with minimum standards</span><span class=\"mov_desc\">In order for certain internal methodologies, credit risk mitigation techniques and asset securitisations to be recognised for regulatory capital purposes, banks will need to meet a number of requirements, including risk management standards and disclosures. In particular, banks will be required to disclose features of their internal methodologies used in calculating minimum capital requirements. As part of the supervisory review process, supervisors must ensure that these conditions are being met on an ongoing basis.</span>';				
				ID161679D='<span class=\\\"mov_name\\\">The First Pillar - Minimum Capital Requirements</span>';				
				ID161715D='<span class=\\\"mov_name\\\">The Second Pillar Supervisory Review Process</span>';				
				ID161832D='<span class=\\\"mov_name\\\">The Third Pillar - Market Discipline</span>';				
				ID161751D='<span class=\\\"mov_name\\\">Trading Book Issues</span><span class=\"mov_desc\">685. A trading book consists of positions in financial instruments and commodities held either with trading intent or in order to hedge other elements of the trading book. To be eligible for trading book capital treatment, financial instruments must either be free of any restrictive covenants on their tradability or able to be hedged completely. In addition, positions should be frequently and accurately valued, and the portfolio should be actively managed.<br />\n686. A financial instrument is any contract that gives rise to both a financial asset of one entity and a financial liability or equity instrument of another entity. Financial instruments include both primary financial instruments (or cash instruments) and derivative financial instruments. A financial asset is any asset that is cash, the right to receive cash or another financial asset; or the contractual right to exchange financial assets on potentially favourable terms, or an equity instrument. A financial liability is the contractual obligation to deliver cash or another financial asset or to exchange financial liabilities under conditions that are potentially unfavourable.<br />\n687. Positions held with trading intent are those held intentionally for short-term resale and/or with the intent of benefiting from actual or expected short-term price movements or to lock in arbitrage profits, and may include for example proprietary positions, positions arising from client servicing (e.g. matched principal broking) and market making.<br />\n687(i). Banks must have clearly defined policies and procedures for determining which exposures to include in, and to exclude from, the trading book for purposes of calculating their regulatory capital, to ensure compliance with the criteria for trading book set forth in this Section and taking into account the bank’s risk management capabilities and practices. Compliance with these policies and procedures must be fully documented and subject to<br />periodic internal audit.</span>';				
				
			
function readCM()
{
			ID161745CM = new instCM("Advanced Measurement Approach");
ID161835CM = new instCM("All Basel || requirements");
ID161838CM = new instCM("All Basel II requirements");
ID161772CM = new instCM("Assessment of capital adequacy");
ID161775CM = new instCM("Assessment of the control environment");
ID161742CM = new instCM("Basic Indicator Approach");
ID161688CM = new instCM("Block-137858");
ID161691CM = new instCM("Block-137858-137869");
ID161724CM = new instCM("Block-137858-137869-137962");
ID161736CM = new instCM("Block-137858-137869-137962-138006");
ID161733CM = new instCM("Block-137858-137869-138003");
ID161748CM = new instCM("Block-137858-137932-137968-138043");
ID161790CM = new instCM("Block-137858-137932-137968-138043-138118");
ID161796CM = new instCM("Block-137858-137932-137968-138043-138118-138137");
ID161802CM = new instCM("Block-137858-137932-137968-138043-138118-138137-138151");
ID161805CM = new instCM("Block-137858-137932-137968-138043-138118-138137-138151-138156");
ID161730CM = new instCM("Block-137858-138000");
ID161754CM = new instCM("Board and senior management oversight");
ID161811CM = new instCM("Capital adequacy disclosure");
ID161808CM = new instCM("Capital structure disclosure");
ID161760CM = new instCM("Comprehensive assessment of risks");
ID161718CM = new instCM("Credit Risk");
ID161721CM = new instCM("Credit Risk – Securitisation Framework");
ID161817CM = new instCM("Credit risk disclosure");
ID161712CM = new instCM("Data analysis ");
ID161703CM = new instCM("Data collection");
ID161709CM = new instCM("Data quality");
ID161706CM = new instCM("Data warehousing");
ID161826CM = new instCM("Equities disclosure");
ID161700CM = new instCM("Estimations of exposure at default (EAD) ");
ID161694CM = new instCM("Estimations of loss given default (LGD) ");
ID161697CM = new instCM("Estimations of probability of default (PD)");
ID161814CM = new instCM("General qualitative disclosure requirement");
ID161829CM = new instCM("Interest rate risk in the banking book disclosure");
ID161766CM = new instCM("Internal control review");
ID161682CM = new instCM("Internal Ratings Based Approach");
ID161820CM = new instCM("Market risk disclosure");
ID161763CM = new instCM("Monitoring and reporting");
ID161673CM = new instCM("Note-137833");
ID161676CM = new instCM("Note-137836");
ID161727CM = new instCM("Operational Risk");
ID161823CM = new instCM("Operational risk disclosure");
ID161793CM = new instCM("Principle 1: Banks should have a process for assessing their overall capital adequacy");
ID161799CM = new instCM("Principle 2: Supervisors should review and evaluate banks’ internal capital adequacy");
ID161784CM = new instCM("Principle 3");
ID161787CM = new instCM("Principle 4");
ID161769CM = new instCM("Review of adequacy of risk assessment");
ID161757CM = new instCM("Sound capital assessment");
ID161685CM = new instCM("Standardised Approach (CR)");
ID161739CM = new instCM("Standardised Approach (OR)");
ID161781CM = new instCM("Supervisory response");
ID161778CM = new instCM("Supervisory review of compliance with minimum standards");
ID161679CM = new instCM("The First Pillar - Minimum Capital Requirements");
ID161715CM = new instCM("The Second Pillar Supervisory Review Process");
ID161832CM = new instCM("The Third Pillar - Market Discipline");
ID161751CM = new instCM("Trading Book Issues");
ID161841CM = new instCM("");
ID161842CM = new instCM("");
ID161843CM = new instCM("");
ID161844CM = new instCM("");
ID161845CM = new instCM("");
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ID161848CM = new instCM("");
ID161849CM = new instCM("");
ID161850CM = new instCM("");
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ID161852CM = new instCM("");
ID161853CM = new instCM("");
ID161854CM = new instCM("");
ID161855CM = new instCM("");
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ID161860CM = new instCM("");
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ID161862CM = new instCM("");
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ID161866CM = new instCM("");
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ID161868CM = new instCM("");
ID161869CM = new instCM("");
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ID161872CM = new instCM("");
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ID161874CM = new instCM("");
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ID161876CM = new instCM("");
ID161877CM = new instCM("");
ID161878CM = new instCM("");
ID161879CM = new instCM("");
ID161880CM = new instCM("");
ID161881CM = new instCM("");
ID161882CM = new instCM("");
ID161883CM = new instCM("");
ID161884CM = new instCM("");
ID161885CM = new instCM("");
ID161886CM = new instCM("");
ID161887CM = new instCM("");
ID161888CM = new instCM("");
ID161889CM = new instCM("");
ID161890CM = new instCM("");
ID161891CM = new instCM("");
ID161892CM = new instCM("");
ID161893CM = new instCM("");
ID161894CM = new instCM("");
ID161895CM = new instCM("");
ID161896CM = new instCM("");
ID161897CM = new instCM("");
ID161898CM = new instCM("");
ID161899CM = new instCM("");
ID161900CM = new instCM("");
ID161901CM = new instCM("");
ID161902CM = new instCM("");
ID161903CM = new instCM("");
ID161904CM = new instCM("");
ID161905CM = new instCM("");
ID161906CM = new instCM("");
ID161907CM = new instCM("");
ID161908CM = new instCM("");
ID161909CM = new instCM("");
ID161910CM = new instCM("");
ID161911CM = new instCM("");
ID161912CM = new instCM("");
ID161913CM = new instCM("");
ID161914CM = new instCM("");
ID161915CM = new instCM("");
ID161916CM = new instCM("");
ID161917CM = new instCM("");
ID161918CM = new instCM("");
ID161919CM = new instCM("");
ID161920CM = new instCM("");
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ID161922CM = new instCM("");
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ID161925CM = new instCM("");
ID161926CM = new instCM("");
ID161927CM = new instCM("");
ID161928CM = new instCM("");
ID161929CM = new instCM("");
}
		