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]