Article 122

Path:
Capital Requirements Regulation (CRR) > PART THREE > TITLE II > CHAPTER 2 > Section 2 > Article 122
Title:
Article 122
Description: 
Exposures to corporates
Main content: 

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 step123456
Risk weight20 %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.