Risk Weighted Amount A
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1 Item ature of Item after CRM A A.1 Claims on Sovereigns Claims on relevant Crown Dependency 0 0 A.2 Claims on other Sovereigns: A.2.1 0% 0 0 A % 20 0 A % 50 0 A % A % Claims on Multilateral Development Banks and A.3 other relevant international organisations 0 0 B B.1 Claims on Public Sector Entities (PSEs) Claims on relevant Crown Dependency PSEs 20 0 B.2 Claims on other PSEs: B.2.1 0% 0 0 B % 20 0 B % 50 0 B % B % C C.1 Claims on Corporates 20% 20 0 C.2 50% 50 0 C.3 100% C.4 150% 150 0
2 Item ature of Item after CRM D Claims on Banks D.1 Claims on Banks, except guarantees D.1.1 more than 3 Months D % 20 0 D % 50 0 D % D % D.1.2 less than 3 Months D % 20 0 D % 50 0 D % D % D.2 Claims secured by guarantees from Banks D.2.1 more than 3 Months D % 20 0 D % 50 0 D % D % D.2.2 less than 3 Months D % 20 0 D % 50 0 D % D % SUBTOTAL 0 0 D Claims on Banks E Securitisations E.1 20% 20 0 E.2 50% 50 0 E.3 100% E.4 350% F Cash F.1 otes and coins 0 0 F.2 Cash items in the course of collection 20 0 F.3 Gold 0 0 F.4 Claims collateralised by cash deposits 0 0 G Retail Exposures G.1 Claims in regulatory retail portfolio 75 0 G.2 Claims falling outside the regulatory retail portfolio H Residential Mortgages H.1 35% 35 0 H.2 50% 50 0 H.3 75% 75 0 H.4 100% 100 0
3 Item ature of Item after CRM J Past Due Exposures J.1 Secured J.1.1 0% 0 0 J % 20 0 J % 35 0 J % 50 0 J % 75 0 J % J % J.2 Unsecured J % 50 0 J % J % K Capital Deductions K.1 Investment in Subsidiaries K.2 Capital connected lending K.3 Holdings of Financial Service Business' Capital Instruments K.4 Goodwill K.5 Securitisations - Equity Tranches K.6 Other SUBTOTAL 0 0 L Other Balance Sheet Exposures L.1 Tangible Assets L.2 Equity L.3 High Assets L.4 Other, including Prepayments and Debtors L.4.1 0% 0 0 L % 20 0 L % 35 0 L % 50 0 L % 75 0 L % L % 150 0
4 M Off-Balance Sheet Item M.1 M.2 M.3 M.4 M.5 Transaction Direct credit Trade-related Asset sales ature of Item related substitutes contingencies with recourse contingencies Forward asset purchases Conversion Factor : 0% 20% 35% 50% 75% 100% 150% Other, Total Other, Average weight Items requiring Capital Deduction Item M.6 M.7 M.8 M.9a M.9b ature of Item Partly paid up shares and securities Forward deposits placed ote issuance and revolving underwriting facilities Other commitments with original maturity of less than 1 year Other commitments with original maturity of 1 year and over Conversion Factor : 0% 20% 35% 50% 75% 100% 150% Items requiring Capital Deduction Item ature of Item Commitments that are unconditionally M.9c cancellable without prior notice
5 .1 Interest rate contracts Schedule o. 1 < 1 year 0.00% 0 0 0% 0 2 < 1 year 0.00% % 0 3 < 1 year 0.00% % 0 4 < 1 year 0.00% % 0 5 < 1 year 0.00% % years 0.50% 0 0 0% years 0.50% % years 0.50% % years 0.50% % years 0.50% % 0 11 > 5 years 1.50% 0 0 0% 0 12 > 5 years 1.50% % 0 13 > 5 years 1.50% % 0 14 > 5 years 1.50% % 0 15 > 5 years 1.50% % 0
6 .2 Foreign exchange and gold contracts Schedule o. 1 < 1 year 1.00% 0 0 0% 0 2 < 1 year 1.00% % 0 3 < 1 year 1.00% % 0 4 < 1 year 1.00% % 0 5 < 1 year 1.00% % years 5.00% 0 0 0% years 5.00% % years 5.00% % years 5.00% % years 5.00% % 0 11 > 5 years 7.50% 0 0 0% 0 12 > 5 years 7.50% % 0 13 > 5 years 7.50% % 0 14 > 5 years 7.50% % 0 15 > 5 years 7.50% % 0
7 .3 Equity contracts Schedule o. 1 < 1 year 6.00% 0 0 0% 0 2 < 1 year 6.00% % 0 3 < 1 year 6.00% % 0 4 < 1 year 6.00% % 0 5 < 1 year 6.00% % years 8.00% 0 0 0% years 8.00% % years 8.00% % years 8.00% % years 8.00% % 0 11 > 5 years 10.00% 0 0 0% 0 12 > 5 years 10.00% % 0 13 > 5 years 10.00% % 0 14 > 5 years 10.00% % 0 15 > 5 years 10.00% % 0
8 .4 Other precious metal contracts Schedule o. 1 < 1 year 7.00% 0 0 0% 0 2 < 1 year 7.00% % 0 3 < 1 year 7.00% % 0 4 < 1 year 7.00% % 0 5 < 1 year 7.00% % years 7.00% 0 0 0% years 7.00% % years 7.00% % years 7.00% % years 7.00% % 0 11 > 5 years 8.00% 0 0 0% 0 12 > 5 years 8.00% % 0 13 > 5 years 8.00% % 0 14 > 5 years 8.00% % 0 15 > 5 years 8.00% % 0
9 .5 Other commodity contracts Schedule o. 1 < 1 year 10.00% 0 0 0% 0 2 < 1 year 10.00% % 0 3 < 1 year 10.00% % 0 4 < 1 year 10.00% % 0 5 < 1 year 10.00% % years 12.00% 0 0 0% years 12.00% % years 12.00% % years 12.00% % years 12.00% % 0 11 > 5 years 15.00% 0 0 0% 0 12 > 5 years 15.00% % 0 13 > 5 years 15.00% % 0 14 > 5 years 15.00% % 0 15 > 5 years 15.00% % 0
10 Item ature of Item Interest rate contracts Foreign exchange and gold contracts Equity contracts Other precious metal contracts Other commodity conracts Add-on : 0% % % % % Reporting institutions are required to report their contracts in exchange rate and gold, interest rate, equity, precious metals, other commodities in banking book and trading book, and credit derivative contracts in trading book that are subject to bilateral netting agreements. Item P ature of Item etted Exposures Markto- Add-on
11 Portfolio Portfolio ame RWA Capital Deduction A Claims on Sovereigns - - B Claims on Public Sector Entities (PSEs) - - C Claims on Corporates - - D Claims on Banks - - E Securitisations - - F Cash - - G Retail Exposures - - H Residential Mortgages - - J Past Due Exposures - - K Capital Deductions - - L Other Balance Sheet Exposures - - Balance Sheet Exposures M Off-Balance Sheet P etted Exposures - Off-Balance Sheet Exposures STADARDISED APPROACH - - -
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