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F. Corporates

C 52/2017 STA Effective from 1/12/2022

19.The table provided below in the next paragraph illustrates the risk weighting of rated corporate claims, including claims on insurance companies.

20.The standard risk weight for unrated claims on corporates shall be 100%. No claim on an unrated corporate may be given a risk weight that is lower than that assigned to its sovereign of incorporation. For unrated exposures to Small- and Medium-sized Entities (SME) that do not meet the criteria in paragraph 21, an 85% risk weight will be applied. The Central Bank may, at its sole discretion, require a higher risk weighting for some unrated corporates as advised to banks directly where appropriate.

Credit assessmentAAA to AA-A+ to A-BBB+ to BB-Below BB-Unrated
Risk Weight20%50%100%150%100%