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Article 131 - Exposures to institutions and corporates with a short-term credit assessment

Article 131

Exposures 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 %

In force

Version from: 08/07/2022

Amendment History