Financial Markets Act, 2012 (Act No. 19 of 2012)

Regulations

Purchase

Schedule A

Credit Risk (Capital calculations for credit risk as set out in Regulation 26)

Table 26(D)

Transaction type	Minimum holding period	Condition
Repo-style transaction	Five business days	Daily re-margining
Other capital market transactions	Ten business days	Daily re-margining
Secured lending	Twenty business days	Daily revaluation