CA-3.3.4
The applicable credit conversion factors should be multiplied by the weights applicable to the category of the
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 Group A countries. |
|
20% | Type (b) |
— Banks incorporated in Bahrain or Group A countries and
— Banks incorporated in Group B countries (if the commitment has a residual life of 1 year or less).
— Public sector entities in Group A countries.
— Government-owned (non-banking) GCC companies incorporated outside Bahrain. |
|
100% | Type (c) |
— Banks incorporated in Group B countries (if the commitment has a residual life of more than 1 year).
— Central governments, central banks and public sector entities in Group B countries.
— Government-owned companies incorporated in non-GCC countries.
— Private sector persons and entities in Bahrain and abroad. |