Table A is titled "Transitional Floors," and shows the transitional floor percent for each of the three transitional floor periods. During the first transitional floor period, the transitional floor percentage will be 95 percent; the second period will have a floor of 90 percent; and the third period will have a floor of 85 percent.

Table B is titled "IRB Risk-Based Capital Formulas for Wholesale Exposures to Non-Defaulted Obligors and Segments of Non-Defaulted Retail Exposures" and outlines the supervisory formulas necessary to calculate the capital requirement for non-defaulted retail and wholesale exposures.

Within the Retail section, the formula for the Capital Requirement (K)
for Non-Defaulted Exposures reads as follows: **K = [LGD × N((N ^{-1}(PD) + √R × N^{-1}(0.999))/(√(1-R))) − (ELGD × PD)]**.

Also within the Retail section, the formulas for Correlation (R) include
residential mortgages, qualifying revolving exposures and other retail
exposures. For residential mortgage exposures: R = 0.15. For
qualifying revolving exposures: R = 0.04. For other retail exposures:
R = 0.03 x e^{−35×PD}.

Within the Wholesale section, the formula for the Capital Requirement (K)
for Non-Defaulted Exposures reads as follows: **K = [LGD × N((N ^{−1}(PD) + √R × N^{−1}(0.999))/(√(1−R))) − (ELGD × PD)] × [(1+(M − 2.5) × b)/(1 − 1.5
× b)]**.

Also within the Wholesale section, the formulas for Correlation (R)
include HVCRE exposures and wholesale exposures other than HVCRE exposures.
For HVCRE exposures: **R = 0.12 + 0.18 × e ^{−50×PD}**.

For wholesale exposures other than HVCRE exposures: **R = 0.12 + 0.12 × e ^{−50×PD}**.

Also within the Wholesale section, there is a formula for Maturity Adjustment (b)
which reads as follows: **b = [0.11852 − 0.05478 × ln(PD)] ^{2}**.