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 % |