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risk weight

  1. 130
    1. (1)142 (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 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).142
      1. (2) (for an exposure under MIPRU) a degree of risk expressed as a percentage assigned to that exposure in accordance with MIPRU 4.2A.10 R to MIPRU 4.2A.12 R, and MIPRU 4.2A.17 R.142