F1ANNEX VIIINTERNAL RATINGS BASED APPROACH

Annotations:

F1PART 1Risk weighted exposure amounts and expected loss amounts

F11.CALCULATION OF RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT RISK

F11.4.Risk weighted exposure amounts for other non credit-obligation assets

F127.The risk weighted exposure amounts shall be calculated according to the following formula:

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .