Article 121
Exposures to unrated institutions
Exposures to institutions for which a credit assessment by a nominated ECAI is not available shall be assigned a risk weight in accordance with the credit quality step to which exposures to the central government of the jurisdiction in which the institution is incorporated are assigned in accordance with Table 5.
Table 5
Credit quality step to which central government is assigned |
1 |
2 |
3 |
4 |
5 |
6 |
Risk weight of exposure |
20 % |
50 % |
100 % |
100 % |
100 % |
150 % |