ANNEX VISTANDARDISED APPROACH

PART 1RISK WEIGHTS

14.SHORT-TERM EXPOSURES TO INSTITUTIONS AND CORPORATES

73.Short-term exposures to an institution or corporate for which a credit assessment by a nominated ECAI is available shall be assigned a risk weight according to Table 7 as follows, in accordance with the mapping by the competent authorities of the credit assessments of eligible ECAIs to six steps in a credit quality assessment scale:

Table 7

Credit Quality Step

1

2

3

4

5

6

Risk weight

20 %

50 %

100 %

150 %

150 %

150 %