Home2021 / 08 2021 August

The PRA therefore proposes to require firms to apply a 10% exposure-weighted average portfolio risk-weight floor to UK retail residential mortgage exposures through a PRA rule. 4.138 As noted in the Chapter 3, the CRR infrastructure support factor allows firms to apply a 0.75 multiplier to RWAs for certain exposures that are allocated to the...

The PRA therefore proposes to require firms to apply a 10% exposure-weighted average portfolio risk-weight floor to UK retail residential mortgage exposures through a PRA rule. 4.138 As noted in the Chapter 3, the CRR infrastructure support factor allows firms to apply a 0.75 multiplier to RWAs for certain exposures that are allocated to the...