Entire Section

  • Bank Asset class

    • PIB A4.12.7

      Under the Simplified Approach, Rules PIB 4.12.10 to PIB 4.12.12 are replaced by the following PIB Rule A4.12.8.

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

    • PIB A4.12.8

      An Authorised Firm must risk-weight any CR Exposure in the bank asset class on the basis of the consensus ECA country risk scores as referred to in PIB A4.12.4 for the jurisdictions in which they are incorporated, in accordance with the following table:

      CRWs for the bank asset class

      ECA Risk Scores 0–1 2 3 4 to 6 7
      Risk Weights 20% 50% 100% 100% 150%
      Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]