1. Exposures to institutions with a residual maturity of more than three months for which a credit assessment by a nominated ECAI is available shall be assigned a risk weight in accordance with Table 3 which corresponds to the credit assessment of the ECAI in accordance with Article 136.
Table 3
|
Credit quality step |
1 |
2 |
3 |
4 |
5 |
6 |
|---|---|---|---|---|---|---|
|
Risk weight |
20 % |
50 % |
50 % |
100 % |
100 % |
150 % |
2. Exposures to an institution of up to three months residual maturity for which a credit assessment by a nominated ECAI is available shall be assigned a risk-weight according to Table 4 which corresponds to the credit assessment of the ECAI in accordance with Article 136:
Table 4
|
Credit quality step |
1 |
2 |
3 |
4 |
5 |
6 |
|---|---|---|---|---|---|---|
|
Risk weight |
20 % |
20 % |
20 % |
50 % |
50 % |
150 % |
3. The interaction between the treatment of short term credit assessment under Article 131 and the general preferential treatment for short term exposures set out in paragraph 2 shall be as follows
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