CA-8.4.3
The following
| Long term rating45 | Securitisation Exposure | Re-securitisation Exposure |
| AAA to AA- | 20% | 40% |
| A+ to A- | 50% | 100% |
| BBB+ to BBB- | 100% | 225% |
| BB+ to BB- | 350% | 650% |
| B+ and below or unrated | 1,250% | 1,250% |
| Short term rating | Securitisation Exposure | Re-securitisation Exposure |
| A-1/P-1 | 20% | 40% |
| A-2/P-2 | 50% | 100% |
| A-3/P-3 | 100% | 225% |
| All other ratings or unrated | 1,250% | 1,250% |
45 The rating designations used in the following tables are for illustrative purposes only and do not indicate any preference for, or endorsement of, any particular external assessment system.
January 2015