Subject to Rules 4.12.14 and 4.12.15, an Authorised Person must risk-weight any CR Exposure in the corporate asset class in accordance with the following table:
Risk Weights for the corporate asset class
|
Credit Quality Grade
|
1
|
2
|
3
|
4
|
5
|
6
|
Unrated
|
|
Risk Weight
|
20%
|
50%
|
100%
|
100%
|
150%
|
150%
|
100%
|
