Exposures to institutions with an original maturity of three months or less for which a credit assessment by a nominated ECAI is available and exposures which arise from the movement of goods across national borders with an original maturity of six months or less and for which a credit assessment by a nominated ECAI is available, shall be assigned a risk weight in accordance with Table 2 which corresponds to the credit assessment of the ECAI in accordance with Article 136.
Table 2
|
Credit quality step
|
1
|
2
|
3
|
4
|
5
|
6
|
|
Risk weight
|
20 %
|
20 %
|
20 %
|
50 %
|
50 %
|
150 %
|