CA-3.3.4 | Rulebook

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CA-3.3.4

The applicable credit conversion factors should be multiplied by the weights applicable to the Category of the counterparty as set out below:

Risk weights	Counterparty
0%	Type (a)
	• The Government of Bahrain. • Bahrain public sector entities. • Government-owned (non-banking) GCC companies incorporated in Bahrain. • Central government and central banks of GCC and OECD member countries.
20%	Type (b)
	• Banks incorporated in Bahrain or GCC and OECD countries and securities firms. • Banks incorporated in classified countries (if the commitment has a residual life of 1 year or less). • Public sector entities in GCC and OECD countries. • Government-owned (non-banking) GCC companies incorporated outside Bahrain.
100%	Type (c)
	• Banks incorporated in classified countries (if the commitment has a residual life of more than 1 year). • Central governments, central banks and public sector entities in classified countries. • Government-owned companies incorporated in non-GCC countries. • Private sector persons and entities in Bahrain and abroad.

October 07