1. Exposures to central governments and central banks shall be assigned a 100 % risk weight, unless the treatments set out in paragraphs 2 to 7 apply.
2. Exposures to central governments and central banks for which a credit assessment by a nominated ECAI is available shall be assigned a risk weight in accordance with Table 1 which corresponds to the credit assessment of the ECAI in accordance with Article 136.
Credit quality step |
1 |
2 |
3 |
4 |
5 |
6 |
---|---|---|---|---|---|---|
Risk weight |
0 % |
20 % |
50 % |
100 % |
100 % |
150 % |
3. Exposures to the ECB shall be assigned a 0 % risk weight.
4. Exposures to Member States' central governments, and central banks denominated and funded in the domestic currency of that central government and central bank shall be assigned a risk weight of 0 %.
5. [deleted]
6. [deleted]
7. When the competent authorities of a third country which apply supervisory and regulatory arrangements at least equivalent to those applied in the Union assign a risk weight
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