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PIB A4.11.24

An Authorised Firm must, for the purposes of Concentration Risk, treat an Exposure to an Issuer arising from an index or basket of debt Securities or a non-broad-based equity index or basket, as a series of Exposures to the Issuers of the underlying instruments or equities in accordance with the procedures in PIB chapter 4.

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