PIB 4.14.57

In regard to securitisation positions subject to an Early Amortisation clause, the Credit RWA amounts for an Authorised Firm acting as the Originator are calculated as the product of the following:

(a) the investors' interest
(b) the appropriate CCF (in accordance with the table in PIB Rule 4.14.61); and
(c) the appropriate risk weight for the underlying Exposure type.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]