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Definition of Sovereign Exposures

No: 44047144 Date(g): 27/12/2022 | Date(h): 4/6/1444 Status: In-Force
10.16This asset class covers all exposures to counterparties treated as sovereigns under the standardized approach. This includes sovereigns (and their central banks), certain public sector entities (PSEs) identified as sovereigns in the standardized approach, multilateral development banks (MDBs) that meet the criteria for a 0% risk weight and referred to in the first footnote in paragraph 7.9, and the entities referred to in paragraph 7.4.