PIB 4.14.10

An Authorised Firm must include in its calculation of Credit RWA all of its securitisation Exposures held in the Non-Trading Book, except for those securitisation Exposures which the Authorised Firm is required to include as deductions from T1 Capital and deductions from T2 Capital.

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