PIB 4.8.1

(1) The Credit Risk Capital Requirement is calculated as follows:
CRCOM = 8% x Credit RWA
(2) The Credit RWA of an Authorised Firm is the sum of:
(a) its risk weighted assets (RWA) for all its Credit RiskExposures (referred to in this module as "CR Exposures") calculated in accordance with Rules PIB 4.8.2 and PIB 4.8.3;
(b) its RWA for all its securitisation Exposures (referred to in this module as "SE Exposures") calculated in accordance with PIB Rule 4.8.4 and PIB section 4.14; and
(c) its RWA for its Counterparty RiskExposures as calculated in accordance with sections PIB A4.6 to PIB A4.8.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]
[Amended] DFSA RM209/2017 (Made 25th October 2017). [VER30/01-18]