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risk weight

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risk weight

130
1. (in relation to an exposure for the purposes of BIPRU) a degree of risk expressed as a percentage assigned to that exposure in accordance with :112
  1. (a) whichever is applicable of the standardised approach to credit risk and the IRB approach, including (in relation to a securitisation position) under BIPRU 9 (Securitisation); or112
  2. (b) (for a firm to which MIPRU 4 applies), MIPRU 4.2A.10 R to MIPRU 4.2A.13 R.112

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