CA-3.2.2
Claims on sovereigns other than those referred to in the Paragraph CA-3.2.1 must be assigned risk weights as follows:
Credit Assessment | AAA to AA- | A+ to A- | BBB+ to BBB- | BB+ to B- | Below B- | Unrated |
Risk Weight | 0% | 20% | 50% | 100% | 150% | 100% |
January 2015