PRU 4.12.24
Subject to Rules 4.12.25 and 4.12.26, an Authorised Person must risk-weight the unsecured portion of any CR Exposure that is past due for more than 90 days in accordance with the following table.
Risk weights for past due Exposures
Condition | Risk Weight |
Where specific provisions are less than 20% of the outstanding amount of the Exposure | 150% |
Where specific provisions are no less than 20% of the outstanding amount of the Exposure | 100% |