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  • Claims on Corporates, including Insurance Companies

    • CA-4.2.14

      Risk weighting for corporates including insurance companies is as follows:

      Credit assessment AAA to AA- A+ to A- BBB+ to BB- Below BB- Unrated
      Risk weight 20% 50% 100% 150% 100%
      January 2015

    • CA-4.2.15

      Risk weighting for unrated (corporate) claims will not be given a preferential RW to the concerned sovereign. Credit facilities to small/medium enterprises may be placed in the regulatory retail portfolio in limited cases described below.

      January 2015