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
— 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. |