CA-4.2.9
The claims on MDBs, which do not qualify for the 0% risk weighting above, must be assigned risk weights as follows:
Banks Credit Quality Grades | AAA to AA- | A+ to A- | BBB+ to BBB- | BB+ to B- | Below B- | Unrated |
Risk weights | 20% | 50% | 50% | 100% | 150% | 50% |
January 2015