Entire Section
PIB 4.12.1 PIB 4.12.1
An
Authorised Firm with aCR Exposure must:(a) for aCR 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 aCR 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 aCR Exposure arising from anUnsettled 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 aCredit Quality Grade which corresponds to a risk weight of 150%, anAuthorised 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]