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  • CA-3.2 CA-3.2 Risk weighting — On-balance-sheet asset category

    • CA-3.2.1

      Risk weights by category of on-balance-sheet asset are illustrated in the table below:

      Risk weights Category of on-balance-sheet assets/claims
      0%
      (a) Cash and balances with Central Banks
      (b) Holdings of Gold bullion and other commodities
      (c) Claims on & guaranteed by:

      (i) The Government of Bahrain & Bahrain public sector entities
      (ii) Government-owned GCC companies incorporated in Bahrain
      (d) Claims on & guaranteed by or collateralised by cash or securities issued by central governments and central banks of Group A countries; and
      (e) Claims on the central governments and central banks of Group B countries, where denominated in national currency and funded in that currency.
      20%
      (a) Claims on and guaranteed by or collateralised by securities issued by multilateral development banks
      (b) Claims on and guaranteed by banks and securities firms incorporated in Group A countries
      (c) Claims on and guaranteed by banks incorporated in Group B countries with a residual maturity of 1 year or less
      (d) Claims on and guaranteed by public sector entities in Group A countries
      (e) Claims on and guaranteed by government-owned GCC companies incorporated outside Bahrain; and
      (f) Cash items in process of collection
      50% Claims secured by mortgage on residential property
      100%
      (a) Claims on related parties
      (b) Holdings of other (non-subsidiary) banks' and securities firms' capital instruments
      (c) Claims on and guaranteed by banks incorporated in Group B countries with a residual maturity over one year
      (d) Claims on central governments and central banks of Group B countries (not included above)
      (e) Claims on and guaranteed by public sector entities of Group B countries
      (f) Claims on and guaranteed by government-owned companies in non-GCC countries
      (g) Claims on and guaranteed by private sector persons and entities in and outside Bahrain
      (h) Premises and equipment, real estate investments and assets not reported elsewhere