Entire Section

  • PIB 4.12.1 PIB 4.12.1

    An Authorised Firm with a CR Exposure must:

    (a) for a CR Exposure that is not past due for more than 90 days, determine the applicable risk weight in accordance with Rules PIB 4.12.2 to PIB 4.12.23;
    (b) for a CR Exposure that is past due for more than 90 days, determine the applicable risk weight in accordance with Rules PIB 4.12.24 to PIB 4.12.26; and
    (c) for a CR Exposure arising from an Unsettled Transaction, determine the applicable risk weight in accordance with Rules PIB A4.6.5 to PIB A4.6.8.
    Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]

    • PIB 4.12.1 Guidance

      Where a CR Exposure which is not past due has a Credit Quality Grade which corresponds to a risk weight of 150%, an Authorised Firm may apply the appropriate treatment and risk weights set out in Rules PIB 4.12.24 to PIB 4.12.26.

      Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]