PIN A6.4.1

An Insurer must calculate the default risk component in respect of a segment as the sum of the amounts obtained by multiplying the value of each asset of the segment with the relevant percentage, in accordance with the following tables and subject to the provisions of Rules A4.6.2 and A4.6.3:

(a) assets that are Invested Assets: the table set out in Rule A4.4.1(a); and
(b) assets that are not Invested Assets: the table set out in Rule A4.4.1(b).