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CA-6.4.82

Liquidity facilities are treated as any other securitisation exposure and receive a CCF of 100% unless specified differently in paragraphs CA-6.4.83 to CA-6.4.86. If the facility is externally rated, the bank may rely on the external rating under the RBA. If the facility is not rated and an inferred rating is not available, the bank must apply the SF, unless the IAA can be applied.

Apr 08