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EBA Validation Rules

Final Report Amendment ITS ECAIs mapping Solvency II

Final Report Amendment ITS ECAIs mapping CRR art 136

BSG response to EBA Consultation Paper on GL on common assessment methodology for granting authorisation as credit institution (EBA/CP/2021/07)

Templates categorisation for 3.0 DPM (June 2021).xls

Mapping reports

EBA and ESAs present an amended mapping of GBB-Rating’s credit assessments under the CRR Standardised Approach, updating the 2015 version to align GBB’s rating scales with regulatory credit quality steps for prudential risk weighting, incorporating new quantitative data and covered bonds assessments.

EBA Joint Committee report mapping ICAP S.A.’s credit assessments to credit quality steps under the Capital Requirements Regulation (CRR) Standardised Approach, updating the 2015 version with new quantitative data and issue-level ratings while applying EU Implementing Regulation 2016/1799.

European Supervisory Authorities (ESAs) mapping report aligning Kroll Bond Rating Agency Europe’s credit assessments with the EU’s Capital Requirements Regulation (CRR) credit quality steps under the Standardised Approach, using quantitative and qualitative data to support prudential risk weighting.

European Supervisory Authorities (ESAs) present an amended mapping of Moody’s Investors Service credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, updating the 2019 version to align Moody’s rating scales with EU credit quality steps for prudential risk weighting.

European Supervisory Authorities (ESAs) mapping report for Rating-Agentur Expert RA GmbH (RAEX-Europe) under the Capital Requirements Regulation (CRR) Standardised Approach, aligning its credit assessments with regulatory credit quality steps to determine risk weights for prudential purposes.

European Supervisory Authorities (ESAs) present an amended mapping of S&P Global Ratings Europe’s credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, updating the 2019 version to align S&P’s rating categories with EU regulatory credit quality steps for prudential purposes.

EBA and ESAs present an amended draft mapping of Scope Ratings' credit assessments under the CRR Standardised Approach, aligning rating categories with regulatory credit quality steps for prudential purposes, based on Implementing Regulation (EU) 2016/1799.

European Banking Authority and Joint Committee draft report mapping INBONIS SA’s credit assessments to Credit Quality Steps under the Capital Requirements Regulation (CRR) Standardised Approach, aligning rating categories for prudential risk weighting.

European Supervisory Authorities draft mapping report aligning Nordic Credit Rating AS (NCR) credit assessments with Credit Quality Steps under the Capital Requirements Regulation (CRR) Standardised Approach, using EU Implementing Regulation 2016/1799 methodology for prudential risk weighting.

European Supervisory Authorities (ESAs) draft mapping of Creditreform Ratings AG’s credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, aligning rating categories with regulatory credit quality steps for prudential purposes.

EBA and ESAs present an amended draft mapping of ARC Ratings S.A. credit assessments under the CRR Standardised Approach, aligning rating categories with regulatory credit quality steps for prudential purposes, based on updated quantitative and qualitative data.