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Collateralised Txns (Exposure (Comprehensive approach (Use table per Regs,…
Collateralised Txns
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SFTs
Table applies
- Govi securities with no international prudential regs. 2. Non Govi repos/sec lending with any entity
Sec lending exempt when:
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Short maturities trnxs (security lent to banks) if cash invested ito Policy Framework for addressing Shadow banking
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Table is used to test the level of collateralisation of SFTs, if level is less than what is suggested by the table then capital is calculated as if the Trnxn is Unsecured
If the level is per the table or the exemption applies then Use the Comprehensive or Simple approach to determine exposure
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