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PRU 4.12.4

Past version: effective from 21/10/2015 - 20/10/2015
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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%