There is a growing concern about the differences between risk weighted assets (RWAs) amounts across banks and across countries. This paper provides new evidence on this issue by using French Credit Register data and firms’ ratings histories of more than 160.000 French firms, including a large proportion of Small and Medium sized firms, to compute capital requirements in business loans portfolios of French banking groups. Using Credit Register information and ratings provided by the Banque de France rating system allows computing capital requirements by using a single common credit risk metrics and actual empirical rates of default at the bank’s exposure level.