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Chapter 2 · Standardised Approach  ›  Section 2 · Risk weights › Article 122

Exposures to corporates

1.   Exposures for which a credit assessment by a nominated ECAI is available shall be assigned a risk weight according to 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.

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