Specific Risk Capital Charges under the Standardised Approach Based on External Credit Ratings
| External Credit Assessment | AAA to AA- A-1/P-1 | A+ to A- A-2/P-2 | BBB+ BBB- A-3/P-3 | BB+ to BB- | Below BB- and below A-3/P-3 or unrated |
| Securitisation Exposures | 1.6% | 4% | 8% | 28% | Deduction |
| Re-securitisation Exposures | 3.2% | 8% | 18% | 52% | Deduction |
January 2015