basel-rwa-credit
Installation
SKILL.md
STANDARDISED APPROACH — RISK WEIGHT TABLE
Sovereign and Central Bank Exposures
| Credit Assessment | Risk Weight |
|---|---|
| AAA to AA− | 0% |
| A+ to A− | 20% |
| BBB+ to BBB− | 50% |
| BB+ to B− | 100% |
| Below B− | 150% |
| Unrated | 100% |
Domestic currency sovereign claims (where funded in same currency): 0% (national discretion).