IPRU-INV 5.14 Counterparty risk requirement
1Type of counterparty |
Risk Weighting |
Solvency Ratio |
Risk Factor |
|
(1) |
A counterparty which is, or the contract of which is, explicitly guaranteed by a category a body. |
NIL |
8% |
NIL |
(2) |
A counterparty which is, or the contract of which is, explicitly guaranteed by a category b body. |
20% |
8% |
1.6% |
(3) |
Any other counterparty |
100% |
8% |
8% |