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%
|
