Central government and Central Bank asset class
Subject to Rules 4.12.5, an Authorised Person must risk-weight any CR Exposure in the central government and Central Bank asset class in accordance with the table below.
Risk weights for the central government and Central Bank asset class
Credit Quality Grade 1 2 3 4 5 6 Unrated Risk Weight 0% 20% 50% 100% 100% 150% 100%
PRU 4.12.5 PRU 4.12.5
An Authorised Person may apply a 0% risk weight to any CR Exposure to central governments or central banks of a GCC member country which are denominated and funded in the domestic currency of the GCC member country. For the purposes of this Rule, individual Emirates of the UAE will be considered as though they were GCC member countries.