PRU A4.12.8

Past version: effective from 21/10/2015 - 20/10/2015
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An Authorised Person must risk-weight any CR Exposure in the bank asset class on the basis of the consensus ECA country risk scores as referred to in A4.12.4 for the jurisdictions in which they are incorporated, in accordance with the following table:

CRWs for the bank asset class

ECA Risk Scores 0–1 2 3 4 to 6 7
Risk Weights 20% 50% 100% 100% 150%