Exposures to foreign 0% for direct and Risk weight depends governments and their unconditional claims on Country Risk central banks on OECD governments Classification (CRC) applicable to the sovereign. If there is no CRC, depends 20% for conditional on OECD membership. claims on OECD Risk weights range governments between 0% and 150%. 150% for a sovereign that has defaulted 100% for claims on within the previous non-OECD governments. 5 years. Exposures to foreign 20% for claims on Risk weight depends banks banks in OECD on home country's countries CRC rating. If there is no CRC, depends on OECD membership of home 20% for short-term country. Risk claims on banks in weights range non-OECD countries between 20% and 150%. 100% for long-term claims on banks in 150% in the case of non-OECD countries a sovereign default in the bank's home country
Exposures to foreign governments and their central banks 0% for direct and unconditional claims on OECD governments 20% for conditional claims on OECD governments 100% for claims on non-OECD governments. Risk weight depends on Country Risk Classification (CRC) applicable to the sovereign. If there is no CRC, depends on OECD membership. Risk weights range between 0% and 150%. 150% for a sovereign that has defaulted within the previous 5 years. Exposures to foreign banks 20% for claims on banks in OECD countries 20% for short-term claims on banks in non-OECD countries 100% for long-term claims on banks in non-OECD countries Risk weight depends on home country's CRC rating. If there is no CRC, depends on OECD membership of home country. Risk weights range between 20% and 150%. 150% in the case of a sovereign default in the bank's home country