X1PART THREECAPITAL REQUIREMENTS

Annotations:

TITLE IICAPITAL REQUIREMENTS FOR CREDIT RISK

CHAPTER 2Standardised approach

Section 2Risk weights

Article 122Exposures to corporates

1

Exposures for which a credit assessment by a nominated ECAI is available shall be assigned a risk weight in accordance with Table 6 which corresponds to the credit assessment of the ECAI in accordance with Article 136.

Table 6

Credit quality step

1

2

3

4

5

6

Risk weight

20 %

50 %

100 %

100 %

150 %

150 %

2

Exposures for which such a credit assessment is not available shall be assigned a 100 % risk weight or the risk weight of exposures to the central government of the jurisdiction in which the corporate is incorporated, whichever is the higher.