Table 4.4.7B Risk-weights based on ratings determined by ECRAs In table 4.4.7B, the ratings are shown according to Standard Note & Poor’s conventions. If a claim or asset is not rated by Standard & its rating Poor’s, must be mapped to the6 equivalent Standard & rating. Poor’s item AAA BBB+ BB+ B+ description of to A+ to to to to below claim or asset AA- A- BBB- BB- B- B- unrated 1 claims on 0 20 50 100 100 150 100 other sovereigns 2 claims on 0 20 50 100 100 150 100 public sector enterprises in other GCC countries, not denominated in the relevant enterprise’s domestic currency 3 claims on 20 50 100 100 100 150 100 other sovereign public sector enterprises - 4 claims on 20 50 100 100 100 150 100 commercial public sector enterprises
Table 4.4.7B Risk-weights based on ratings determined by ECRAs Note In table 4.4.7B, the ratings are shown according to Standard & Poor’s conventions. If a claim or asset is not rated by Standard & Poor’s, its rating must be mapped to the6 equivalent Standard & Poor’s rating. item description of claim or asset AAA to AA- A+ to A- BBB+ to BBB- BB+ to BB- B+ to B- below B- unrated 1 claims on other sovereigns 0 20 50 100 100 150 100 2 claims on public sector enterprises in other GCC countries, not denominated in the relevant enterprise’s domestic currency 0 20 50 100 100 150 100 3 claims on other sovereign public sector enterprises - 20 50 100 100 100 150 100 4 claims on commercial public sector enterprises 20 50 100 100 100 150 100
QFCRA_9582_VER5.docx