Versions

 

PIB 4.14.27

(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]