PRU A4.12.16

An Authorised Person may recognise guarantees provided by the following eligible guarantors:

(a) the Bank for International Settlements, the International Monetary Fund, the European Central Bank, and the European Commission;
(b) the MDBs referred to in Rule 4.12.8;
(c) PSEs; and
(d) other entities eligible for a CRW of 20% or better and with a lower risk weight than the Counterparty.