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توثیقشده
collateralised and another is not
;A 0 % risk-weight is applied to an exposure that is collateralised under a repo agreement if the counterparty is a " core market participant" .
Any other collateralised exposure is also risk-weighted at 0%, provided that the collateral is in the form of cash or sovereign debt issued by a country also risk-weighted at 0% under the standardised approach, and there is a haircut of at least 20%.
that are collateralised by the counterparty.
For synthetic collateralised debt obligations (CDOs) (see the author's book, Structured Credit Products) the Basel II rules prescribe separate approaches for originators and investors.
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