X1PART THREECAPITAL REQUIREMENTS
TITLE IICAPITAL REQUIREMENTS FOR CREDIT RISK
CHAPTER 2Standardised approach
Section 2Risk weights
Article 131Exposures 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 % |