CTHIn ForceLegislation
Banking (prudential standard) determination No. 2 of 2025
Attachment I — GuaranteesAttachment I — Guarantees
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Attachment I – Guarantees
- Where an ADI’s exposure to a counterparty is covered by a guarantee from an eligible guarantor, an ADI may substitute the risk weight of the counterparty for the risk weight of the guarantor for the covered portion of the exposure.[31] The uncovered portion of the exposure must be risk-weighted according to the risk weight applicable to the original counterparty.