PRU 4.8.1

(1) The Credit Risk Capital Requirement is calculated as follows: CRCOM = 10% x Credit RWA
(2) The Credit RWA of an Authorised Person is the sum of:
(a) its risk weighted assets (RWA) for all its Credit Risk Exposures (referred to in these Rules as "CR Exposures") calculated in accordance with Rules 4.8.2 and 4.8.3;
(b) its RWA for all its securitisation Exposures (referred to in these Rules as "SE Exposures") calculated in accordance with Rule 4.8.4 and Section 4.14; and
(c) its RWA for its Counterparty Risk Exposures as calculated in accordance with Sections A4.6 to A4.8.