PRU 4.12.10
Past version: effective from 21/10/2015 - 20/10/2015
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Subject to Rules 4.12.11 and 4.12.12, an Authorised Person must risk-weight any CR Exposure in the bank asset class in accordance with the following table:
CRWs for the bank asset class
| Credit Quality Grade | 1 | 2 | 3 | 4 | 5 | 6 | Unrated |
| Risk Weight | 20% | 50% | 50% | 100% | 100% | 150% | 50% |
| Risk Weight for Short-Term Exposures | 20% | 20% | 20% | 50% | 50% | 150% | 20% |