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risk weighted exposure amount

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risk weighted exposure amount

130
1. (1) (in relation to an exposure for the purposes of BIPRU) the value of an exposure for the purposes of the calculation of 142the credit risk capital component 142after application of a risk weight.142
2. (2) (for an exposure under MIPRU) the credit risk capital requirement under MIPRU 4.2A.4 R after application of a risk weight.142

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