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