cr_approach

Specifies the approved rwa calculation approach that is applied to the exposure for rwa calculations. Specified for firms that are approved to have mixed calculation approaches by the regulator.

std

Standardized Approach See Basel CRE20-22

firb

Foundation Internal Model Approach See Basel CRE31 Foundation and advanced approaches

airb

Advanced Internal Model Approach See Basel CRE31 Foundation and advanced approaches

sec_sa

Securitisation Standardised Approach See Basel CRE41 Securitisation: Standardised Approach (SEC_SA)

sec_sa_lt

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

sec_erba

Securitisation External-Ratings-Based Approach See Basel CRE42 Securitisation: External-Ratings-Based Approach (SEC_ERBA)