(3) In the table: means multilateral development bank. MDB For a list of multilateral development banks that qualify for 0% risk Note weight, and examples of other multilateral development banks that do not, see the note following table 4.4.7A. means public sector enterprise. PSE Table 9.7.6 Haircuts for assets Item Kind of asset Haircut (%) A. Sovereign, central bank, non-commercial PSE and MDB investment-grade securities A.1 Marketable securities with 12 or less 0 months’ residual maturity, issued or guaranteed by a sovereign, a central bank, a non-commercial PSE or an MDB A.2 Marketable securities with more than 12 5 months’ but not more than 5 residual maturity, years’ issued or guaranteed by a sovereign, a central bank, a non-commercial PSE or an MDB A.3 Marketable securities with more than 5 10 years’ residual maturity, issued or guaranteed by a sovereign, a central bank, a non-commercial PSE or an MDB B. Sovereign, central bank, non-commercial PSE and MDB securities B.1 Marketable securities issued by a sovereign, a 20 central bank, a non-commercial PSE or an MDB, where the credit exposure is to the issuer, regardless of maturity B.2 Marketable securities issued by a sovereign, a 40 central bank, a non-commercial PSE or an MDB, where the credit exposure is not to the issuer, regardless of maturity
(3) In the table: MDB means multilateral development bank. Note For a list of multilateral development banks that qualify for 0% risk weight, and examples of other multilateral development banks that do not, see the note following table 4.4.7A. PSE means public sector enterprise. Table 9.7.6 Haircuts for assets Item Kind of asset Haircut (%) A. Sovereign, central bank, non-commercial PSE and MDB investment-grade securities A.1 Marketable securities with 12 months’ or less residual maturity, issued or guaranteed by a sovereign, a central bank, a non-commercial PSE or an MDB 0 A.2 Marketable securities with more than 12 months’ but not more than 5 years’ residual maturity, issued or guaranteed by a sovereign, a central bank, a non-commercial PSE or an MDB 5 A.3 Marketable securities with more than 5 years’ residual maturity, issued or guaranteed by a sovereign, a central bank, a non-commercial PSE or an MDB 10 B. Sovereign, central bank, non-commercial PSE and MDB securities B.1 Marketable securities issued by a sovereign, a central bank, a non-commercial PSE or an MDB, where the credit exposure is to the issuer, regardless of maturity 20 B.2 Marketable securities issued by a sovereign, a central bank, a non-commercial PSE or an MDB, where the credit exposure is not to the issuer, regardless of maturity 40
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