includes a multilateral development bank, and a sovereign public sector enterprise, that has a zero per cent Table 4.5.5A Haircuts for debt securities column 1 column 2 column 3 column 4 column 5 item credit rating for residual sovereigns other debt securities maturity issuers % % % 1 AAA to year 0.5 1 ≤1 (long-term and >1 year, 5 2 4 ≤ short-term) years > 5 years 4 8 2 A+ to BBB-/ 1 2 year ≤1 term and 3 6 and >1 year, 5 unrated bank ≤ securities that years are eligible > 5 years 6 12 financial collateral 3 BB+ to BB- All 15 Not (long-term) applicable 4 securities issued year 1 Not ≤1 by the State of applicable Qatar or the >1 year, 3 Not Qatar Central years applicable ≤5 Bank >5 years 6 Not applicable Table 4.5.5A item 3, column 5: securities rated BB+ or below are eligible Note financial collateral only if issued by a sovereign or non-commercial public sector enterprise—see rule 4.5.7 (1) (c) (i).
sovereign includes a multilateral development bank, and a public sector enterprise, that has a zero per cent Table 4.5.5A Haircuts for debt securities column 1 item column 2 credit rating for debt securities column 3 residual maturity % column 4 sovereigns % column 5 other issuers % 1 AAA to (long-term and short-term) ≤1 year 0.5 1 >1 year, ≤ 5 years 2 4 > 5 years 4 8 2 A+ to BBB-/ and and unrated bank securities that are eligible financial collateral ≤1 year 1 2 >1 year, ≤ 5 years 3 6 > 5 years 6 12 3 BB+ to BB- (long-term) All 15 Not applicable 4 securities issued by the State of Qatar or the Qatar Central Bank ≤1 year 1 Not applicable >1 year, ≤5 years 3 Not applicable >5 years 6 Not applicable Note Table 4.5.5A item 3, column 5: securities rated BB+ or below are eligible financial collateral only if issued by a sovereign or non-commercial public sector enterprise—see rule 4.5.7 (1) (c) (i). term
QFCRA_9582_VER5.docx