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Chapter 2 · Standardised Approach  ›  Section 2 · Risk weights › 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 according to 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  %

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