(1) In order to calculate the
RWA amount for a securitisation position, the relevant risk weight must be assigned to the Exposure value of the position in accordance with this section, based on the credit quality of the position.
(2) For the purposes of this
Rule, the credit quality of a position must be determined by reference to the applicable credit quality assessment from a recognised external credit rating agency.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]