This table belongs to BIPRU 3.4.37 R.
1 |
2 |
3 |
4 |
5 |
6 |
|
20% |
20% |
20% |
50% |
50% |
150% |
Related provisions for BIPRU 3.4.9
1 - 10 of 10 items.
Table: Positions other than ones with short-term credit assessments
This table belongs to BIPRU 9.12.10 R
Credit Quality Step (CQS) |
Risk weight |
||
A |
B |
C |
|
CQS 1 |
7% |
12% |
20% |
CQS 2 |
8% |
15% |
25% |
CQS 3 |
10% |
18% |
35% |
CQS 4 |
12% |
20% |
|
CQS 5 |
20% |
35% |
|
CQS 6 |
35% |
50% |
|
CQS 7 |
60% |
75% |
|
CQS 8 |
100% |
||
CQS 9 |
250% |
||
CQS 10 |
425% |
||
CQS 11 |
650% |
||
Below CQS 11 |
1250% |
||
[Note: For mapping of the credit quality step to the credit assessments of eligible ECAIs, referto: www.fsa.gov.uk/pubs/international/ecais_securitisation.pdf ]