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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 Group A countries.
20% Type (b)
 
•   Banks incorporated in Bahrain or Group A countries and securities firms.
•   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.
October 07