ANNEX VIIU.K.INTERNAL RATINGS BASED APPROACH
PART 1U.K.Risk weighted exposure amounts and expected loss amounts
1.CALCULATION OF RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT RISKU.K.
1.3.Risk weighted exposure amounts for equity exposuresU.K.
1.3.1.Simple risk weight approachU.K.
21.Credit institutions may recognise unfunded credit protection obtained on an equity exposure in accordance with the methods set out in Articles 90 to 93.U.K.