Related provisions for MIPRU 4.2F.43

1 - 3 of 3 items.

Search Term(s)

Filter by Topics

Filter by Modules

Filter by Documents

Filter by Keywords

Effective Period

Similar To

To access the FCA Handbook Archive choose a date between 1 January 2001 and 31 December 2004 (From field only).

MIPRU 4.2F.40RRP
Exposures in the form of funds for which a credit assessment by a nominated ECAI is available must be assigned a risk weight using:(1) the table in MIPRU 4.2E.14 R to determine the credit quality step associated with that credit assessment; and(2) the table in MIPRU 4.2F.41 R to determine the risk weight to be applied to the rated position, based on the associated credit quality step.
MIPRU 4.2F.41RRP

Table: Exposures in the form of funds for which a credit assessment by a nominated ECAI is available

This table belongs to MIPRU 4.2F.40 R.

Credit quality step

1

2

3

4

5

6

Risk weight

20%

50%

100%

100%

150%

150%