PRU A4.12.4

Subject to Rules A4.12.5 and A4.12.6, an Authorised Person must risk-weight any CR Exposure in the central government and central bank asset class on the basis of the consensus country risk classifications of export credit agencies (referred to in this Section as "ECA") participating in the OECD's "Arrangement on Officially Supported Export Credits" and in accordance with the table below.


Risk weights for the central government and central bank asset class

Country risk
classification
0–1 2 3 4 to 6 7
Risk Weights 0% 20% 50% 100% 150%