Single Exposure Limit to Unconnected Counterparties – 15%
CM-5.5.4
A bank may not incur an
exposure to an individualcounterparty or group of closely relatedcounterparties (not connected to the reporting bank) which exceeds 15% of the reporting bank's consolidated Total Capital without the prior written approval of the CBB. Where such limit has been exceeded whether with or without the prior approval of the CBB, the excess amount must be risk-weighted at 800%.Amended: January 2015
Amended: January 2011
October 2007