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International Convergence of Capital Measurement and Capital Standards

Annex 2. Risk weights by category of on-balance-sheet asset

0%(a) Cash
(b)Claims on central governments and central banks denominated in national currency and funded in that currency
(c)Other claims on OECD central governments and central banks
(d)Claims collateralised by cash of OECD central-government securities3 or guaranteed by OECD central governments
0, 10, 20 or 50%
(at national discretion)
(a)Claims on domestic public-sector entities, excluding central government, and loans guaranteed4 by such entities
20%(a)Claims on multilateral development banks (IBRD, IADB, AsDB, AfDB, EIB) and claims guaranteed by, or collateralised by securities issued by such banks4
(b)Claims on banks incorporated in the OECD and loans guaranteed4 by OECD incorporated banks
(c)Claims on banks incorporated in countries outside the OECD with a residual maturity of up to one year and loans with a residual maturity of up to one year guaranteed by banks incorporated in countries outside the OECD
(d)Claims on non-domestic OECD public-sector entities, excluding central government, and loans guaranteed4 by such entities
(e)Cash items in process of collection
50%(a)Loans fully secured by mortgage on residential property that is or will be occupied by the borrower or that is rented
100%(a)Claims on the private sector
(b)Claims on banks incorporated outside the OECD with a residual maturity of over one year
(c)Claims on central governments outside the OECD (unless denominated in national currency - and funded in that currency - see above)
(d)Claims on commercial companies owned by the public sector
(e)Premises, plant and equipment and other fixed assets
(f)Real estate and other investments (including non-consolidated investment participations in other companies)
(g)Capital instruments issued by other banks (unless deducted from capital)
(h)all other assets

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