Financial Institutions (Protection of Funds) Act, 2001
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(A) |
Schedule A
Counterparty Credit Risk (as set out in Regulation 27)
Table 27(A)
|
Rating 1 |
Weight wi |
|
AAA |
0.7% |
|
AA |
0.7% |
|
A |
0.8% |
|
BBB |
1.0% |
|
BB |
2.0% |
|
B |
3.0% |
|
CCC |
10.0% |
| 1. | The notations used in this table relate to the ratings used by a particular credit rating agency. The use of the rating scale of a particular credit rating agency does not mean that any preference is given to a particular credit rating agency. The assessments/rating scales of other credit rating agencies may have been used instead. |
