CA-1.1.5B
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.
| Banks Credit Quality Grades | AAA to AA- | A+ to A- | BBB+ to BBB- | BB+ to B- | Below B- | Un-rated |
| ECAI 1 | ECAI 2 | ECAI 3 | ECAI 4 | ECAI 5 | - | |
| Standard risk weights | 20% | 50% | 50% | 100% | 150% | 50% |
Added: January 2019