CA-6.4.59
The risk weights in the table below apply when the external assessment represents a short-term credit rating, as well as when an inferred rating based on a short-term rating is available. The decision rules outlined in paragraph CA-6.4.58 also apply for short-term credit ratings.
| RBA risk weights when the external assessment represents a short-term credit rating and/or an inferred rating derived from a short-term assessment | |||
| External Rating (Illustrative) | Risk weights for senior positions and eligible senior IAA exposures | Base risk weights | Risk weights for tranches backed by non-granular |
| A-1/P- | 7% | 12% | 2 |
| A-2/P- | 12% | 20% | 3 |
| A-3/P- | 60% | 75% | 7 |
| All other ratings/unrated | Deduction | Deduction | Deduction |
Apr 08