6.4. Credit assessment based method

Directive 2006/48/EC of the European Parliament and of the Council of 14 June 2006 relating to the taking up and pursuit of the business of credit institutions (recast) (Text with EEA relevance) · European Union

Exposures to institutions with an original effective maturity of more than three months for which a credit assessment by a nominated ECAI is available shall be assigned a risk weight according to Table 4 in accordance with the assignment by the competent authorities of the credit assessments of eligible ECAIs to six steps in a credit quality assessment scale. Table 4 Credit quality step 1 2 3 4 5 6 Risk weight 20 % 50 % 50 % 100 % 100 % 150 % Exposures to unrated institutions shall be assigned a risk weight of 50 %. Exposures to an institution with an original effective maturity of three months or less for which a credit assessment by a nominated ECAI is available shall be assigned a risk weight according to Table 5 in accordance with the assignment by the competent authorities of the credit assessments of eligible ECAIs to six steps in a credit quality assessment scale: Table 5 Credit quality step 1 2 3 4 5 6 Risk weight 20 % 20 % 20 % 50 % 50 % 150 % Exposures to unrated institutions having an original effective maturity of three months or less shall be assigned a 20 % risk weight.

← anx_VI__cpt_1__cpt_6__cpt_3__point_28__text_1 · All articles · 29. →

Source: EUR-Lex (Cellar) · retrieved 2026-10-09 · Text as adopted (Official Journal); later amendments are not incorporated in this text.