PRU 4.12.4
Subject to Rules 4.12.5, an Authorised Person must risk-weight any CR Exposure in the central government and Central Bank asset class in accordance with the table below.
Risk weights for the central government and Central Bank asset class
Credit Quality Grade | 1 | 2 | 3 | 4 | 5 | 6 | Unrated |
Risk Weight | 0% | 20% | 50% | 100% | 100% | 150% | 100% |