Template C07.00 Column 240: of which: with a credit assessment derived from Central Government

Column 240: of which: with a credit assessment derived from Central Government, is this column only applicable to exposure classes institutions, public sector entities or regional governments and local authorities? Or should it also include corporates under CRR Article 122.2 where the risk weight was derived from the central government of the jurisdiction in which the corporate is incorporated?

The requirements for assigning a risk weight when a nominated ECAI is not available differs between (a) corporates and (b) institutions, public sector entities or regional governments and local authorities (a) Corporate exposures for which a credit assessment is not available shall be assigned a 100% risk weight or the risk weight of exposures to the central government of the jurisdiction in which the corporate is incorporated, whichever is the higher. (Article 122.2 of the CRR) (b) Exposure to institutions, public sector entities or regional governments and local authorities for which a credit assessment by a nominated ECAI is not available shall be assigned a risk weight in accordance with the credit quality step to which exposures to the central government of the jurisdiction in which the institution, public sector entity or regional government and local authority is incorporated are assigned in accordance with: 22 Article 116 Table 2 for public sector entities 22 Article 121 Table 5 for institutions and regional governments and local authorities