EBA report mapping the Economist Intelligence Unit’s sovereign credit assessments to regulatory credit quality steps under the Capital Requirements Regulation (CRR) and Implementing Regulation (EU) 2016/1799, defining their use for prudential risk weighting under the Standardised Approach.
EBA mapping report on Spread Research’s credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, aligning its rating scales with regulatory credit quality steps for prudential risk weighting, based on Implementing Regulation (EU) 2016/1799 methodology.
EBA report on the mapping of Scope Rating’s credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, aligning its rating categories with regulatory credit quality steps for prudential purposes, based on updated quantitative data and methodology from Implementing Regulation (EU) 2016/1799.
EBA and Joint Committee report on the updated mapping of S&P Global Ratings’ credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, aligning rating categories with regulatory credit quality steps for prudential purposes as per Commission Implementing Regulation (EU) 2016/1799.
EBA and Joint Committee report mapping RAEX GmbH’s credit assessments to Credit Quality Steps under the CRR Standardised Approach, aligning rating categories with regulatory prudential scales for credit risk calculation.
EBA and Joint Committee report on the updated mapping of Moody’s credit assessments under the Capital Requirements Regulation (CRR) and Commission Implementing Regulation (EU) 2016/1799, aligning rating scales with prudential credit quality steps for standardized approach risk weighting.
EBA report on the mapping of Kroll Bond Rating Agency’s credit assessments to EU regulatory credit quality steps under the Capital Requirements Regulation (CRR), using Implementing Regulation (EU) 2016/1799 to align ratings with prudential risk scales for banks.
EBA and Joint Committee report mapping modeFinance’s credit assessments to Credit Quality Steps under the Capital Requirements Regulation (CRR) Standardised Approach, aligning its global long-term rating scale with EU prudential risk weights for regulatory use.
EBA and Joint Committee report mapping Japan Credit Rating Agency Ltd’s credit assessments to EU regulatory credit quality steps under the Capital Requirements Regulation (CRR), using Implementing Regulation (EU) 2016/1799 for prudential risk alignment.
EBA and Joint Committee report mapping INC Rating Sp. z o.o.’s credit assessments to Credit Quality Steps under the Capital Requirements Regulation (CRR) Standardised Approach, aligning its long-term issuer ratings with EU prudential risk scales for regulatory capital calculations.
EBA report mapping ICAP Group S.A.’s credit assessments to regulatory credit quality steps under the Capital Requirements Regulation (CRR) and Implementing Regulation (EU) 2016/1799, aligning ICAP’s long-term ratings with prudential risk scales for SMEs.
EBA mapping report aligning HR Ratings de México’s credit assessments with EU Capital Requirements Regulation (CRR) credit quality steps under the Standardised Approach, using quantitative and qualitative factors to support prudential risk weighting.
EBA report on the mapping of GBB-Rating’s credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, aligning its rating categories with EU credit quality steps for prudential risk weighting as per Implementing Regulation (EU) 2016/1799.
EBA and Joint Committee report on the updated mapping of Fitch Ratings’ credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, aligning rating scales with EU credit quality steps for prudential purposes, excluding invalid fund ratings.
EBA and Joint Committee report on mapping EuroRating’s credit assessments to regulatory credit quality steps under the Capital Requirements Regulation (CRR) and Implementing Regulation (EU) 2016/1799, enabling banks to use its ratings for risk-weighted exposure calculations under the Standardised Approach.
EBA report mapping Euler Hermes Rating’s credit assessments to regulatory credit quality steps under the Capital Requirements Regulation (CRR) Standardised Approach, using EU Implementing Regulation 2016/1799 to align ECAI ratings with prudential risk scales for mid-size companies and structured finance.
European Banking Authority report updating the mapping of European Rating Agency (ERA) credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, aligning ERA’s rating scales with regulatory credit quality steps for prudential risk assessment.
European Banking Authority report mapping Egan-Jones Ratings Company’s credit assessments to Credit Quality Steps under the Capital Requirements Regulation (CRR) Standardised Approach, establishing regulatory equivalence for prudential risk weighting.
EBA and Joint Committee report on the amended mapping of DBRS Ratings' credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, aligning rating scales with EU credit quality steps for prudential purposes while excluding new non-regulatory rating types.
EBA report mapping Dagong Europe Credit Rating’s credit assessments to regulatory credit quality steps under the Capital Requirements Regulation (CRR) and Implementing Regulation (EU) 2016/1799, aligning rating categories for prudential risk assessment.