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PIB A4.3.12

An Authorised Firm may apply a value of zero to HE, HC and HS in the case of an SFT where both the Exposure and Collateral are Securities issued by central governments where a value of zero has been prescribed by the banking regulator of that jurisdiction and Exposures to the central government of that jurisdiction have a Credit Quality Grade of 1 as set out in the table in PIB Rule 4.12.4.

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