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.
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.