PRU 4.12.14
An Authorised Person must risk-weight any short-term CR Exposure in the corporate asset class with an issue-specific external credit assessment in accordance with the following table:
Risk Weights for short-term CR Exposures in the corporate asset class with issue-specific external credit assessments.
Short-Term Credit Quality Grade | I | II | III | IV |
Risk Weight | 20% | 50% | 100% | 150% |