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C. Multilateral Development Banks (MDBs)

C 52/2017 STA Effective from 1/12/2022

13.With the exception of the MDBs that meet the criteria specified at paragraph 14 below, the risk weights applied to exposures to MDBs must be based on external credit assessments as set out in the table below.

Credit assessment of MDBsAAA to AA-A+ to A-BBB+ to BBB-BB+ to B-Below B-Unrated
Risk weight20%50%50%100%150%50%

 

14.A 0% risk weight will be applied to exposures to highly rated MDBs that meet the Basel Committee on Banking Supervision (BCBS) eligibility criteria for MDBs risk weighted at 0%.

  1. (i)The BCBS will continue to evaluate eligibility on a case-by-case basis so it is not possible to provide a definitive list of the MDBs that satisfy the BCBS's eligibility criteria. The up-to-date list of MDBs that meet the BCBS's eligibility criteria can be found on the BCBS's website www.bis.org.
  2. (ii)As a national discretion, exposures to the Arab Monetary Fund (AMF) receive 0% risk weight.