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ANNEX VIU.K.STANDARDISED APPROACH

PART 1U.K.RISK WEIGHTS

4.EXPOSURES TO MULTILATERAL DEVELOPMENT BANKSU.K.

4.2.TreatmentU.K.

[F120. Exposures to the following multilateral development banks shall be assigned a 0 % risk weight: U.K.
(a)

the International Bank for Reconstruction and Development;

(b)

the International Finance Corporation;

(c)

the Inter-American Development Bank;

(d)

the Asian Development Bank;

(e)

the African Development Bank;

(f)

the Council of Europe Development Bank;

(g)

the Nordic Investment Bank;

(h)

the Caribbean Development Bank;

(i)

the European Bank for Reconstruction and Development;

(j)

the European Investment Bank;

(k)

the European Investment Fund;

(l)

the Multilateral Investment Guarantee Agency;

(m)

the International Finance Facility for Immunisation; and

(n)

the Islamic Development Bank.]