> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# BA risk weight

<table><tr><th>Description</th><td>The risk weight that reflects the volatility of the credit spread</td></tr><tr><th>Reference</th><td><a href="https://www.bis.org/basel_framework/chapter/MAR/50.htm?inforce=20230101&published=20200708#paragraph_MAR_50_20230101_50_16">\[MAR50.16]</a></td></tr><tr><th>Notation</th><td>$RW_c$, $RW_h$</td></tr></table>

To display $RW_c$ - risk weights assigned to exposures at default based on counterparty’s sector and credit quality combine [BA Risk Weight](./ba-risk-weight) with [\[Risk\].\[CVACounterpartyId\]](./risk.cvacounterpartyid).
