CA-4.2.10
Claims on banks must be risk weighted as given in the following table. No claim on an unrated bank may receive a risk weight lower than that applied to claims on its sovereign of incorporation (see Guidance in Paragraph CA-4.2.11A for self-liquidating letters of credit).
| Banks Credit Quality Grades | AAA to AA- | A+ to A- | BBB+ to BBB- | BB+ to B- | Below B- | Un-rated |
| Standard risk weights | 20% | 50% | 50% | 100% | 150% | 50% |
| Preferential risk weight | 20% | 20% | 20% | 50% | 150% | 20% |
Amended: April 2012
Apr 08
Apr 08