BANK 4.3.9 Ratings within financial group

A banking business firm must not use a credit risk rating for 1 entity in a financial group to determine the risk-weight for an unrated entity in the same group. If the rated entity has guaranteed the unrated entity's exposure to the firm, the guarantee may be recognised for risk-weighting purposes if it satisfies the criteria in Division 4.5.C.

Derived from QFCRA RM/2014-2 (as from 1st January 2015).