PIB 4.9.1 Guidance
1. The measurement methodology in this section prescribes the manner of calculation of
Exposures for the purpose of determining the Credit RWA for Credit Risk (CR) Exposures as provided in PIB Rule 4.8.3 and for securitisation (SE) Exposures as provided in PIB Rule 4.8.4.
2. Due regard should be given to the
Guidance relating to prudent valuation in PIB section 2.4 and related provisions in PIB A2.5.
Authorised Firm should consult with the DFSA on the appropriate treatment to apply in the measurement of E, for transactions that have not been addressed in this part.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]