PIB 4.12.11

An Authorised Firm must risk-weight any short-term CR Exposure in the bank asset class with an issue-specific external credit assessment in accordance with the following table.

CRWs for short-term CR Exposures in the bank asset class with issue-specific external credit assessments

Short-Term Credit Quality Grade I II III IV
Risk Weight 20% 50% 100% 150%
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]