Article 131
Exposures to institutions and corporates with a short-term credit assessment
Exposures to institutions and exposures to corporates for which a short-term credit assessment by a nominated ECAI is available shall be assigned a risk weight in accordance with Table 7 which corresponds to the credit assessment of the ECAI in accordance with Article 136.
Table 7
|
Credit Quality Step
|
1
|
2
|
3
|
4
|
5
|
6
|
|
Risk weight
|
20 %
|
50 %
|
100 %
|
150 %
|
150 %
|
150 %
|