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fixing new approaches in common
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Daniell Wallis authored and muratabur committed Nov 29, 2023
1 parent e547b56 commit 14131d9
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2 changes: 1 addition & 1 deletion documentation/properties/cr_approach.md
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Expand Up @@ -29,7 +29,7 @@ Securitisation Standardised Approach - Look-through Approach
For securitisation calculations, when the financial institution has full knowledge of the composition of the underlying exposures of pool at all time, the institution can apply the "look-through" approach to senior securitization exposures.
See [OSFI Chapter 7, P134 or Basel Framework, CRE 40.50](https://www.osfi-bsif.gc.ca/Eng/fi-if/rg-ro/gdn-ort/gl-ld/Pages/CAR22_chpt6.aspx#ToC6.6.5)

## eif_lt
### eif_lt
Equity Investments in Funds - Look-through Approach
The LTA requires a bank to risk weight the underlying exposures of a fund as if the exposures were held directly by the bank. This is the most granular and risk-sensitive approach. It must be used when:
(1) there is sufficient and frequent information provided to the bank regarding the underlying exposures of the fund; and
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4 changes: 3 additions & 1 deletion v1-dev/common.json
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Expand Up @@ -390,11 +390,13 @@
"type": "string",
"enum": [
"airb",
"eif_fb",
"eif_lt",
"eif_mba",
"firb",
"sec_erba",
"sec_sa",
"sec_sa_lt",
"sec_sa_fb",
"std"
]
},
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