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Assignment Of Higher Risk Weight (Doc ID 2591978.1)

Last updated on SEPTEMBER 30, 2019

Applies to:

Oracle Financial Services Basel Regulatory Capital Internal Ratings Based Approach - Version 8.0.0 and later
Information in this document applies to any platform.


Which task handling below requirement in Basel?

"If an exposure of the counterparty is having an exposure with 150% risk weight then all unrated exposures of the counterparty will be assigned/updated a risk weight of 150% (i.e. a long/short term rating which attracts 150% RW, then all unrated facilities (i.e. long/short term) will also receive 150% RW)"


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