PRU 4.12.10

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

Subject to Rules 4.12.11 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%