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Capital Requirements Regulation (CRR)
Article 122

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 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.