PRU A4.7.12
Past version: effective from 21/10/2015 - 20/10/2015
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For deferred settlement purchases and sales transactions with a contractual settlement date exceeding T + five business days: Credit RWA for deferred settlement transactions = E × CRW × the appropriate multiplier from the table below:
| Number of business days calculated from T |
Percentages used for calculation of CRCOM on deferred settlement transactions |
| 6–30 | 5 |
| 31–45 | 7.5 |
| 46 or more | 10 |