‹ Recognition of Ratings on Below-Investment Grade Exposures Originators to Apply 1,250% Risk Weight to all Below-Investment Grade Exposures › CA-6.4.10 Only third-party investors, as opposed to conventional bank licensees that serve as originators, may recognise external credit assessments that are equivalent to BB+ to BB- for risk weighting purposes of securitisation exposures. January 2015 ‹ Recognition of Ratings on Below-Investment Grade Exposures Originators to Apply 1,250% Risk Weight to all Below-Investment Grade Exposures ›