Page 19 - Pillar 3 Disclosure
P. 19















Applications of the matrix (shown in Table 6) to Society non-cash liquidity exposures at 30 November 2012 produces risk-weighted asset values 

as shown in Table 7.



Table 7


Risk-weighted asset values of Society non-cash Total Credit Credit Credit Unrated 

liquidity exposures 30 November 2013
quality quality step quality step 

step1 2 3 £000

£000
£000
£000
£000
   

Exposures subject to 0% risk-weighting  67,398
   67,398 

Exposures subject to 20% risk-weighting  38,387
   38,387

Exposures subject to 50% risk-weighting  7,985
7,985 
   

Exposures subject to 100% risk-weighting  -
   

Total non-cash exposures  113,770
    105,785
7,985

Risk-weighted asset value      11,670     7,678     3,992















































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