1. Exposures for which a credit assessment by a nominated ECAI is available shall be assigned a risk weight in accordance wih Table 6 which corresponds to the credit assessment of the ECAI in accordance with Article 136.
Table 6
Credit quality step |
1 |
2 |
3 |
4 |
5 |
6 |
---|---|---|---|---|---|---|
Risk weight |
20 % |
50 % |
100 % |
100 % |
150 % |
150 % |
2. Exposures for which such a credit assessment is not available shall be assigned a 100 % risk weight or the risk weight of exposures to the central government of the jurisdiction in which the corporate is incorporated, whichever is the higher.