lexiara

Article 122

CRR

Exposures for which a credit assessment by a nominated ECAI is available shall be assigned a risk weight according to Table 6 which corresponds to the credit assessment of the ECAI in accordance with Article 136. Table 6 Credit quality step 1 2 3 4 5 6 Risk weight 20 % 50 % 100 % 100 % 150 % 150 % 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.

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Source: EUR-Lex (Cellar) · retrieved 2026-09-25 · Text as adopted (Official Journal); later amendments are not incorporated in this text.