Related provisions for BIPRU 5.4.19
1 - 9 of 9 items.
The risk weight that would be assigned under the standardised approach to credit risk if the lending firm had a direct exposure to the collateral instrument must be assigned to those portions of claims collateralised by the market value of recognised collateral. The risk weight of the collateralised portion must be a minimum of 20% except as specified in BIPRU 5.4.19 R to BIPRU 5.4.21 R. The remainder of the exposure receives the risk weight that would be applied to an unsecured