Does the per party limit under R-1 apply by SBP on interbank placement with banks and DFIs?

1 ANSWERS

1. Guest9396
   

   Yes, the interbank by State bank of Pakistan placement is also subject to per party limits under Regulation R-1. However, the calculation of per party limit in such cases will be subject to the following weight ages, as explained in Para F of annexure-1:
   (i) 10% weight age on exposure to banks / DFIs with ‘AAA’ rating.
   (ii) 25% weight age on exposure to banks / DFIs rated ‘A' and above.
   (iii) 50% weight age on exposure to banks / DFIs rated ‘BBB’ and above.

   Report (0) (0)  |   12 years, 9 month(s) ago