PRU 4.12.14

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 corporate asset class with an issue-specific external credit assessment in accordance with the following table:

Risk Weights for short-term CR Exposures in the corporate asset class with issue-specific external credit assessments.

Short-Term Credit Quality Grade I II III IV
Risk Weight 20% 50% 100% 150%