Risk weight

Transactions with the following counterparties, including assets

0%

Transactions with the following counterparties

Central government of the Republic of South Africa (RSA), provided that the relevant exposure is repayable and funded in Rand

Reserve Bank, provided that the relevant exposure is repayable and funded in Rand

Corporation for Public Deposits, provided that the relevant exposure is repayable and funded in Rand

Bank for International Settlements (BIS)

International Monetary Fund (IMF)

European Central Bank (ECB)

World Bank Group, including the International Bank for Reconstruction and Development (IBRD) and the International Finance Corporation (IFC)

Asian Development Bank (ADB)

African Development Bank (AfDB)

European Bank for Reconstruction and Development (EBRD)

Inter-American Development Bank (IADB)

European Investment Bank (EIB)

European Investment Fund (EIF)

Nordic Investment Bank (NIB)

Caribbean Development Bank (CDB)

Islamic Development Bank (IDB)

Council of Europe Development Bank (CEDB)

Intragroup central counterparty balances1

Intragroup balances with other regulated financial entities with capital requirements similar to these Regulations1

Assets

Cash and cash equivalents

20%

Transactions with the following counterparties, including assets

Transactions with the following counterparties

RSA public-sector bodies, excluding exposures to the central government, SA Reserve Bank and the Corporation for Public Deposits when the said exposure is repayable and funded in Rand

Banks in the RSA, provided that the claim on the bank has an original maturity of three months or less and is denominated and funded in Rand, excluding any claim on a RSA bank that is renewed or rolled resulting in an effective maturity of more than three months

Assets

Cash items in process of collection

100%

Transactions with the following counterparties or assets

All other counterparties or assets not covered elsewhere in these Regulations