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PIB 4.11.4 Guidance

For illustration, if there are three external credit assessments mapping into Credit Quality Grades with risk weights of 0%, 20% and 50%, then the applicable risk weight is 20%. If the external credit assessments map into Credit Quality Grades with risk weights of 20%, 50% and 50%, then the applicable risk weight is 50%.

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