Definition of Sovereign Exposures
Effective from Dec 28 2022 - Dec 31 2022
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| 10.16 | This 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. | |||