Response to consultation Paper on ITS on Mapping of ECAIs Credit Assessments

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Q2: Do you agree with the proposed approach to the mapping of securitisation ratings issued by small/more recent ECAIs?

Please see the attached letter

Q3: Do you see any adverse market implications/conceptual drawbacks arising from potentially inconsistent mappings being applied to any given ECAI across the standardised approach for credit risk (mapping under Article 136 of the CRR) and the securitisation framework (mapping under Article 270 of the CRR)?

Please see the attached letter

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AFME response to CP on ECAI Mapping Letter 7 August 2015.pdf (673.07 KB)

Name of organisation

Association for Financial Markets in Europe (AFME)