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Capital Requirements Regulation (CRR)
Article 122

Article 122 - Exposures to corporates

Status
In force
Selected consolidated version from
30/09/2021
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Article 122

Exposures to corporates

1.  

Exposures for which a credit assessment by a nominated ECAI is available shall be assigned a risk weight in accordance with 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.

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