PRU 4.12.13

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

Subject to Rules 4.12.14 and 4.12.15, an Authorised Person must risk-weight any CR Exposure in the corporate asset class in accordance with the following table:

Risk Weights for the corporate asset class

Credit Quality Grade 1 2 3 4 5 6 Unrated
Risk Weight 20% 50% 100% 100% 150% 150% 100%