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ANNEX VIU.K.STANDARDISED APPROACH

PART 1U.K.RISK WEIGHTS

6.EXPOSURES TO INSTITUTIONSU.K.

6.5.Interaction with short-term credit assessmentsU.K.

35.If there is a short-term assessment and such an assessment determines the application of a more favourable or identical risk weight than the use of the general preferential treatment for short-term exposures, as specified in point 31, then the short-term assessment shall be used for that specific exposure only. Other short-term exposures shall follow the general preferential treatment for short-term exposures, as specified in point 31.U.K.