PCD-2.2.1

When measuring regulatory capital for banks, the equity holdings in an insurance entity of 20% or more of the investee's capital shall be required to be deducted from bank's capital for regulatory capital purposes. Holdings less than 20% will be risk weighted under the applicable credit risk weighting rules (or subject to the qualifying holdings requirements outlined in Module CM-4.9).

Amended: January 2011
Apr 08