Related provisions for MIPRU 4.2A.6A
1 - 9 of 9 items.
MIPRU 4.2F sets out the risk weights that a firm should apply to exposures in the form of loans secured on real estate property, other loans, exposures in the form of funds, and past due items, when calculating risk weighted exposure amounts for calculating the credit risk capital requirement under MIPRU 4.2.23 R.
This section is broadly organised according to the type of exposure class.(1) Exposures secured by mortgages on residential property (MIPRU 4.2F.4 R to MIPRU 4.2F.36 R)(2) Exposures secured by mortgages on commercial property (MIPRU 4.2F.37 R)(3) Exposures to other loans (MIPRU 4.2F.38 R)(4) Exposures to funds (MIPRU 4.2F.39 R to MIPRU 4.2F.49 R)(5) Exposures to past due items (MIPRU 4.2F.50 R to MIPRU 4.2F.56 G)
The credit risk capital requirement3of a firm is 8% of the total of its risk weighted exposure amounts for exposures that:3(1) are on its balance sheet; and(2) derive from: (a) a loan entered into; or(b) a securitisation position originated; or(c) a fund3position entered into;3on or after 26 April 2014; and (3) have not been deducted from the firm'scapital resources under MIPRU 4.4.4 R or MIPRU 4.2BA;calculated in accordance with MIPRU 4.2A.