+Section 2 Risk weights
---+Article 114 Exposures to central governments or central banks
------+Article 114 1.
------+Article 114 2.
------+Article 114 3.
------+Article 114 4.
------+Article 114 7.
---+Article 115 Exposures to regional governments or local authorities
------+Article 115 -1.
------+Article 115 1.
------+Article 115 2.
------+Article 115 3.
------+Article 115 4.
------+Article 115 5.
---+Article 116 Exposures to public sector entities
------+Article 116 1.
------+Article 116 2.
------+Article 116 3.
------+Article 116 4.
------+Article 116 5.
---+Article 117 Exposures to multilateral development banks
------+Article 117 1.
------+Article 117 2.
------+Article 117 3.
---+Article 118 Exposures to international organisations
---+Article 119 Exposures to institutions
------+Article 119 1.
------+Article 119 4.
------+Article 119 5.
---+Article 120 Exposures to rated institutions
------+Article 120 1.
------+Article 120 2.
------+Article 120 3.
---+Article 121 Exposures to unrated institutions
------+Article 121 1.
------+Article 121 2.
------+Article 121 3.
---+Article 122 Exposures to corporates
------+Article 122 1.
------+Article 122 2.
---+Article 122a Specialised lending exposures
------+Article 122a 1.
------+Article 122a 2.
------+Article 122a 3.
------+Article 122a 4.
---+Article 123 Retail exposures
------+Article 123 1.
------+Article 123 2.
------+Article 123 3.
------+Article 123 4.
------+Article 123 5.
---+Article 123a Exposures with a currency mismatch
------+Article 123a 1.
------+Article 123a 2.
------+Article 123a 3.
---+Article 124 Exposures secured by mortgages on immovable property
------+Article 124 1.
------+Article 124 2.
------+Article 124 3.
------+Article 124 4.
------+Article 124 5.
------+Article 124 6.
------+Article 124 7.
------+Article 124 8.
------+Article 124 9.
------+Article 124 10.
------+Article 124 11.
------+Article 124 12.
------+Article 124 13.
------+Article 124 14.
---+Article 125 Exposures secured by mortgages on residential property
------+Article 125 1.
------+Article 125 2.
------+Article 125 3.
---+Article 126 Exposures secured by mortgages on commercial immovable property
------+Article 126 1.
------+Article 126 2.
------+Article 126 3.
------+Article 126 4.
---+Article 126a Land acquisition, development and construction exposures
------+Article 126a 1.
------+Article 126a 2.
------+Article 126a 3.
---+Article 127 Exposures in default
------+Article 127 1.
------+Article 127 2.
------+Article 127 3.
---+Article 128 Subordinated debt exposures
------+Article 128 1.
------+Article 128 2.
---+Article 129 Exposures in the form of covered bonds
------+Article 129 1.
------+Article 129 1a.
------+Article 129 1b.
------+Article 129 1c.
------+Article 129 1d.
------+Article 129 2.
------+Article 129 3.
------+Article 129 3a.
------+Article 129 3b.
------+Article 129 4.
------+Article 129 5.
------+Article 129 6.
------+Article 129 7.
---+Article 130 Items representing securitisation positions
---+Article 131 Exposures to institutions and corporates with a short-term credit assessment
---+Article 132 Own funds requirements for exposures in the form of units or shares in CIUs
------+Article 132 1.
------+Article 132 2.
------+Article 132 3.
------+Article 132 4.
------+Article 132 5.
------+Article 132 6.
------+Article 132 7.
---+Article 132a Approaches for calculating risk-weighted exposure amounts of CIUs
------+Article 132a 1.
------+Article 132a 2.
------+Article 132a 3.
------+Article 132a 4.
---+Article 132b Exclusions from the approaches for calculating risk-weighted exposure amounts of CIUs
------+Article 132b 1.
------+Article 132b 2.
---+Article 132c Treatment of off-balance-sheet exposures to CIUs
------+Article 132c 1.
------+Article 132c 2.
------+Article 132c 3.
---+Article 133 Equity exposures
------+Article 133 1.
------+Article 133 2.
------+Article 133 3.
------+Article 133 4.
------+Article 133 5.
------+Article 133 6.
------+Article 133 7.
---+Article 134 Other items
------+Article 134 1.
------+Article 134 2.
------+Article 134 3.
------+Article 134 4.
------+Article 134 5.
------+Article 134 6.
------+Article 134 7.

Section 2 Risk weights

Section 2 Risk weights

1. Overview

,
Summary Regulation
Article 114 Exposures to central governments or central banks
Article 115 Exposures to regional governments or local authorities
Article 116 Exposures to public sector entities
Article 117 Exposures to multilateral development banks
Article 118 Exposures to international organisations

Article 118

Exposures to international organisations

Exposures to the following international organisations shall be assigned a 0 % risk weight:

▼M8

(a) 

the European Union and the European Atomic Energy Community;

▼C2

(b) 

the International Monetary Fund;

(c) 

the Bank for International Settlements;

(d) 

the European Financial Stability Facility;

(e) 

the European Stability Mechanism;

(f) 

an international financial institution established by two or more Member States, which has the purpose to mobilise funding and provide financial assistance to the benefit of its members that are experiencing or threatened by severe financing problems.

Article 119 Exposures to institutions
Article 120 Exposures to rated institutions
Article 121 Exposures to unrated institutions
Article 122 Exposures to corporates
Article 122a Specialised lending exposures
Article 123 Retail exposures
Article 123a Exposures with a currency mismatch
Article 124 Exposures secured by mortgages on immovable property
Article 125 Exposures secured by mortgages on residential property
Article 126 Exposures secured by mortgages on commercial immovable property
Article 126a Land acquisition, development and construction exposures
Article 127 Exposures in default
Article 128 Subordinated debt exposures
Article 129 Exposures in the form of covered bonds
Article 130 Items representing securitisation positions

Article 130

Items representing securitisation positions

Risk-weighted exposure amounts for securitisation positions shall be determined in accordance with Chapter 5.

Article 131 Exposures to institutions and corporates with a short-term credit assessment

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 %

Article 132 Own funds requirements for exposures in the form of units or shares in CIUs
Article 132a Approaches for calculating risk-weighted exposure amounts of CIUs
Article 132b Exclusions from the approaches for calculating risk-weighted exposure amounts of CIUs
Article 132c Treatment of off-balance-sheet exposures to CIUs
Article 133 Equity exposures
Article 134 Other items

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements
Source Requirement

3. Related Standards

Standards
Source Requirement