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Capital Requirements for Multinational Securities Firms

Annexes

ANNEX A

COMPARISON OF RISK WEIGHTS GOVERNMENT BONDS

MATURITYJAPANU.K. U.S.
0-3 months0.2%0.25 %0 %
3-6 months0.40.500.50
6-12 months0.750.75 0.75-1 00
1-2 years1.401.501.50
2-3 years2.001.502.00
7-10 years4.203.254.00
10-15 years5.003.504.50
15-20 years5.003.505.00
20-25 years5.003.505.50
25-30 years5.003.506.00

ANNEX B

COMPARISON OF RISK WEIGHTS GOOD QUALITY CORPORATE

MATURITYJAPANU.K. U.S.
0-3 months0.30 %0.50 %2.0
3-6 months0.651.002.0
6-12 months1.201.502.0
1-2 years2.252.253.0
2-3 years2.254.255.0
3-5 years3.204.256.0
5-7 years4.005.007. 0
7-10 years5.105.007.0
10-15 years6.205.757.5
15-20 years8.005.758.0
20-25 years8.006.508.5
over 25 years8.006.509.0

ANNEX C

COMPARISON Of RISK WEIGHTS POOR QUALITY CORPORATE

MATURITYJAPANU.K. U.S.
0-3 months0.6 %5.0 %30 %
3-6 months1.35.030
6-12 months2.405.030
1-3 years4.5010.030
3-5 years6.4010.030
5-7 years8.015.030
7-10 years10.2015.030
10-15-years13.401.5030
over 15 years16.0015.030

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