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Bond Rating Amount in million Risk weights for CAR (APRA APS 120) RWA in $m for the bank buying the whole tranche Aaa $ 30
Bond Rating | Amount in million | Risk weights for CAR (APRA APS 120) | RWA in $m for the bank buying the whole tranche |
Aaa | $ 30 | 20% |
|
Aa1 | $ 20 | 20% |
|
Aa2 | $ 10 | 20% |
|
Aa3 | $ 5 | 20% |
|
A1 | $ 5 | 50% |
|
A2 | $ 5 | 50% |
|
A3 | $ 5 | 50% |
|
Baa1 | $ 5 | 100% |
|
Baa2 | $ 5 | 100% |
|
Baa3 | $ 5 | 100% |
|
Ba1 | $ 5 | 350% |
|
Total |
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