CTHIn ForceLegislation
Banking (prudential standard) determination No. 2 of 2025
Domestic and foreign currency exposuresDomestic and foreign currency exposures
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Domestic and foreign currency exposures
- An ADI must not use an ECAI rating that refers to an exposure denominated in a particular currency to derive the credit rating grade for another exposure to the same counterparty if that exposure is denominated in another currency.