An Authorised Firm must risk-weight any short-term CR Exposure in the corporate asset class with an issue-specific external credit assessment in accordance with the following table:
Risk Weights for short-term CR Exposures in the corporate asset class with issue-specific external credit assessments.
|Short-Term Credit Quality Grade
Derived from RM111/2012
(Made 15th October 2012). [VER20/12-12]