Collateral zero-risk weighting
- Collateral zero-risk weighting
Defined by the BIS for reporting as collateral which are:
Treasury paper issued by countries zone A.
Bonds issued/guaranteed by central governments zone A.
Securities issued by central banks zone A.
(Pledged) credit balances compensating debit balances for incorporation in the Balance Sheet.
(Pledged) credit balances compensating debit balances not for incorporation in the Balance Sheet but which are additionally involved in the solvency calculation.
Pledged credit balances re. back-to-back
Guarantees (received) zero-risk weighting.
These collaterals are considered as completely safe (no risk) for standard reporting purposes.
International financial encyclopaedia .
2014.
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