Versions

 

PIB 4.12.10

Subject to Rules PIB 4.12.11 and PIB 4.12.12, an Authorised Firm must risk-weight any CR Exposure in the bank asset class in accordance with the following table:

CRWs for the bank asset class

Credit Quality Grade 1 2 3 4 5 6 Unrated
Risk Weight 20% 50% 50% 100% 100% 150% 50%
Risk Weight for Short-Term Exposures 20% 20% 20% 50% 50% 150% 20%
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]