National Environmental Management Act, 1998 (107 of 1998)
R 385
Financial Markets Act, 2012 (Act No. 19 of 2012)RegulationsFinancial Markets Act RegulationsSchedule ACounterparty Credit Risk (as set out in Regulation 27)Table 27(B): Credit conversion factor |
Schedule A
Counterparty Credit Risk (as set out in Regulation 27)
Table 27(B): Credit conversion factor
|
Remaining maturity |
Interest rates |
FX and gold |
Equities |
Precious metals except gold |
Other commodities |
|
≤ 1 year |
0,0% |
1.0% |
6,0% |
7,0% |
10,0% |
|
> 1 year; ≤ 5 years |
0,5% |
5,0% |
8,0% |
7,0% |
12,0% |
|
> 5 years |
1,5% |
7,5% |
10,0% |
8,0% |
15,0% |
