PRU 4.12.11
Past version: effective from 21/10/2015 - 20/10/2015
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An Authorised Person must risk-weight any short-term CR Exposure in the bank asset class with an issue-specific external credit assessment in accordance with the following table.
CRWs for short-term CR Exposures in the bank asset class with issue-specific external credit assessments
| Short-Term Credit Quality Grade | I | II | III | IV |
| Risk Weight | 20% | 50% | 100% | 150% |