• PRU 4.12.1 PRU 4.12.1

    An Authorised Person with a CR Exposure must:

    (a) for a CR Exposure that is not past due for more than 90 days, determine the applicable risk weight in accordance with Rules 4.12.2 to 4.12.23;
    (b) for a CR Exposure that is past due for more than 90 days, determine the applicable risk weight in accordance with Rules 4.12.24 to 4.12.26; and
    (c) for a CR Exposure arising from an Unsettled Transaction, determine the applicable risk weight in accordance with Rules A4.6.5 to A4.6.8.

    • Guidance

      Where a CR Exposure which is not past due has a Credit Quality Grade which corresponds to a risk weight of 150%, an Authorised Person may apply the appropriate treatment and risk weights set out in Rules 4.12.24 to 4.12.26.