PRU A4.7.12
For deferred settlement purchases and sales transactions with a contractual settlement date exceeding (T + five business days):
Credit RWA = E x CRW x the appropriate percentage from the table below:
| Number of business days calculated from T |
Percentages used for calculation of Credit RWA on deferred settlement transactions |
| 6–30 | 500% |
| 31–45 | 750% |
| 46 or more | 1000% |