Title[ Part 2: The First Pillar - Minimum Capital Requirements
Section[ 11. Higher-risk categories
79. The following claims will be risk weighted at 150% or higher:
w Claims on sovereigns, PSEs, banks, and securities firms rated below B-.
w Claims on corporates rated below BB-.
w Past due loans as set out in paragraph 75.
w Securitisation tranches that are rated between BB+ and BB- will be risk weighted at 350% as set out in paragraph 567.
80. National supervisors may decide to apply a 150% or higher risk weight reflecting the higher risks associated with some other assets, such as venture capital and private equity investments.
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