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