PRU 4.12.11
An Authorised Person must risk-weight any short-term CR Exposure in the bank asset class with an issue-specific external credit assessment in accordance with the following table.
CRWs for short-term CR Exposures in the bank asset class with issue-specific external credit assessments
Short-Term Credit Quality Grade | I | II | III | IV |
Risk Weight | 20% | 50% | 100% | 150% |