Financial Markets Act, 2012 (Act No. 19 of 2012)

Regulations

Financial Markets Act Regulations

Schedule A

Credit Risk (Capital calculations for credit risk as set out in Regulation 26)

Table 26(B)

Purchase

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Schedule A

Credit Risk (Capital calculations for credit risk as set out in Regulation 26)

Table 26(B)

Risk weight	Transactions with the following counterparties, including assets
0%	Transactions with the following counterparties Central government of the Republic of South Africa (RSA), provided that the relevant exposure is repayable and funded in Rand Reserve Bank, provided that the relevant exposure is repayable and funded in Rand Corporation for Public Deposits, provided that the relevant exposure is repayable and funded in Rand Bank for International Settlements (BIS) International Monetary Fund (IMF) European Central Bank (ECB) World Bank Group, including the International Bank for Reconstruction and Development (IBRD) and the International Finance Corporation (IFC) Asian Development Bank (ADB) African Development Bank (AfDB) European Bank for Reconstruction and Development (EBRD) Inter-American Development Bank (IADB) European Investment Bank (EIB) European Investment Fund (EIF) Nordic Investment Bank (NIB) Caribbean Development Bank (CDB) Islamic Development Bank (IDB) Council of Europe Development Bank (CEDB) Intragroup central counterparty balances1 Intragroup balances with other regulated financial entities with capital requirements similar to these Regulations1 Assets Cash and cash equivalents
20%	Transactions with the following counterparties, including assets Transactions with the following counterparties RSA public-sector bodies, excluding exposures to the central government, SA Reserve Bank and the Corporation for Public Deposits when the said exposure is repayable and funded in Rand Banks in the RSA, provided that the claim on the bank has an original maturity of three months or less and is denominated and funded in Rand, excluding any claim on a RSA bank that is renewed or rolled resulting in an effective maturity of more than three months Assets Cash items in process of collection
100%	Transactions with the following counterparties or assets All other counterparties or assets not covered elsewhere in these Regulations

1. Provided that—

(a)	the relevant entity is managed as an integrated part of the group;

(b)	capital resources are freely transferable between the relevant entity and the relevant parent central counterparty or controlling company.