Financial Markets Act, 2012 (Act No. 19 of 2012)RegulationsFinancial Markets Act RegulationsSchedule ACredit Risk (Capital calculations for credit risk as set out in Regulation 26)Table 26(D) |
Schedule A
Credit Risk (Capital calculations for credit risk as set out in Regulation 26)
Table 26(D)
Transaction type |
Minimum holding period |
Condition |
Repo-style transaction |
Five business days |
Daily re-margining |
Other capital market transactions |
Ten business days |
Daily re-margining |
Secured lending |
Twenty business days |
Daily revaluation |