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  • PIB A4.7.12 PIB A4.7.12

    For deferred settlement purchases and sales transactions with a contractual settlement date exceeding T + five business days: Credit RWA for deferred settlement transactions = E x CRW x the appropriate multiplier from the table below:

    Number of business days calculated from T Percentages used for calculation of CRCOM on deferred settlement transactions
    6–30 5
    31–45 7.5
    46 or more 10
    Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]

    • PIB A4.7.12 Guidance

      Credit RWA for deferred settlement transactions applies even if the deferred settlement contract is not overdue.

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