+Article 120 1.

Article 120 1.

Exposures to institutions for which a credit assessment by a nominated ECAI is available shall be assigned a risk weight in accordance with Table 1 which corresponds to the credit assessment of the ECAI in accordance with Article 136.



Table 1

Credit quality step

1

2

3

4

5

6

Risk weight

20 %

30 %

50 %

100 %

100 %

150 %

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards