Related provisions for BIPRU 4.4.56
Table: Formulae for the calculation of risk weighted exposure amounts
This table belongs to BIPRU 4.4.57 R
Correlation (R) 
0.12 × (1  EXP(50*PD))/(1EXP(50)) + 0.24* 

[1(1EXP(50*PD))/(1EXP(50))] 

Maturity factor (b) 
(0.118520.05478*1n(PD))^{2} 

(LGD*N[(1R)^{0.5}*G(PD)+(R/(1R))^{0.5} *G(0.999)]PD*LGD)* 

(11.5*b)^{1}*(1+(M2.5)*b)*12.5*1.06 

N(x) 
denotes the cumulative distribution function for a standard normal random variable (i.e. the probability that a normal random variable with mean zero and variance of one is less than or equal to x). G(z) denotes the inverse cumulative distribution function for a standard normal random variable (i.e. the value x such that N(x) = z). 

PD = 0 
For PD = 0, RW shall be: 0 

PD = 1 
For PD = 1: 

(i) 
for defaultedexposures where a firm applies the LGD values set out in BIPRU 4.4.32R and BIPRU 4.8.25R RW shall be: 0; 

(ii) 
for defaultedexposures where a firm uses its own estimates of LGDs, RW shall be: Max {0, 12.5 *(LGDEL_{BE})}; 

where EL_{BE}must be the firm's best estimate of expected loss for the defaultedexposure according to BIPRU 4.3.122 R. 
[Note:BCD Annex VII Part 1 point 3]
3Table: Formulae for the calculation of expected loss amounts
This table belongs to BIPRU 4.4.61 R
Expected loss amount 

For defaultedexposures (PD = 1) where a firm uses its own estimates of LGDs, EL must be EL_{BE,} the firm's best estimate of expected loss for the defaultedexposure according to BIPRU 4.3.122 R. 

For exposures subject to the treatment set out in BIPRU 4.4.79 R (Double default) EL must be 0. 
[Note:BCD Annex VII Part 1 point 30 (part)]
Table: Risk weights for specialised lending
This table belongs to BIPRU 4.5.8 R1
Remaining maturity 
Category 1 (Strong) 
Category 2 (Good) 
Category 3 (Satisfactory) 
Category 4 (Weak) 
Category 5 
Less than 2.5 years 
50% 
70% 
115% 
250% 
0% 
Equal or more than 2.5 years 
70% 
90% 
115% 
250% 
0% 
The coverage of each of the categories is set out in BIPRU 4.5.6 R 
[Note:BCD Annex VII Part 1 point 6 (part)]