PRU 4.12.7

Past version: effective from 21/10/2015 - 20/10/2015
To view other versions open the versions tab on the right

Subject to Rules 4.12.8 and 4.12.9, an Authorised Person must risk-weight any CR Exposure in the MDB asset class in accordance with the following table:

Risk Weights for the MDB asset class

Credit Quality Grade 1 2 3 4 5 6 Unrated
Risk Weight 0% 50% 50% 100% 100% 150% 50%