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PIB 4.14.51

An Authorised Firm which is the Originator or Sponsor of a securitisation involving revolving Exposures as well as an Early Amortisation provision, must calculate an additional RWA amount in accordance with PIB Rule 4.14.57 to address the possibility that its Credit RiskExposure levels may increase following the operation of the Early Amortisation provision.

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