Basel IV risk weights for corporate exposures
| Credit rating score | Risk weights | |
|---|---|---|
| Where credit rating is permitted | ||
| Between AAA and AA- | 20% | |
| Between A+ and A- | 50% | |
| Between BBB+ and BBB- | 75% | |
| Between BB+ and B- | 100% | |
| Below B- | 150% | |
| Where credit rating is not permitted | ||
| SCRA grades | Investment grade | Others |
| General corporate (non-SME) | 65% | 100% |
| SME | 85% | 85% |
| Credit rating score | Risk weights | |
|---|---|---|
| Between AAA and AA- | 20% | |
| Between A+ and A- | 50% | |
| Between BBB+ and BBB- | 75% | |
| Between BB+ and B- | 100% | |
| Below B- | 150% | |
| SCRA grades | Investment grade | Others |
| General corporate (non-SME) | 65% | 100% |
| SME | 85% | 85% |
Source(s): BCBS, High-level summary of Basel III reforms, December 2017, https://www.bis.org/bcbs/publ/d424_hlsummary.pdf