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PIB A4.12.8

An Authorised Firm must risk-weight any CR Exposure in the bank asset class on the basis of the consensus ECA country risk scores as referred to in PIB A4.12.4 for the jurisdictions in which they are incorporated, in accordance with the following table:

CRWs for the bank asset class

ECA Risk Scores 0–1 2 3 4 to 6 7
Risk Weights 20% 50% 100% 100% 150%
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]