CA-4.7.19
A 0% RW is applied to the collateralised portion under the simplified method where the exposure and the collateral are denominated in the same currency, and the collateral consists of any of the following:
(a) Cash or cash equivalents;
(b) A deposit with the Islamic bank licensee ; or
(c) Sovereign/ PSE securities eligible for a 0% RW, and the market value of such securities has been discounted by 20%.
January 2015