IBANK 10.4.5 Treatment of credit enhancement provided by structure
Table 10.4.5 Risk-weights for exposures arising from structure
Note In the table, the ratings are given according to Standard & Poor's conventions. If a claim or asset is not rated by Standard & Poor's, its ratings must be mapped to the equivalent Standard & Poor's rating.
|AAA to AA-||A+ to A-||BBB+ to BBB-||BB+ to BB-||B+ and below or unrated|
|20||50||100||350||As directed by the Regulatory Authority, apply 1,250% risk-weight or deduct the amount of the exposure from the firm's regulatory capital (see rule 10.4.5 (2))|
|Inserted by QFCRA RM/2017-1 (as from 1st April 2017).|