CA-6.4.83

Past version: Effective from 01 Apr 2008 to 31 Dec 2011
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An eligible liquidity facility that can only be drawn in the event of a general market disruption as defined in paragraph CA-6.4.22 is assigned a 20% CCF under the SF. That is, an IRB bank is to recognise 20% of the capital charge generated under the SF for the facility. If the eligible facility is externally rated, the bank may rely on the external rating under the RBA provided it assigns a 100% CCF rather than a 20% CCF to the facility.

Apr 08