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Report on external credit ratings reliance

Consultation Paper on the revised draft ITS on credit assessments by ECAIs under CRR Article 136

Mapping Reports

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 Revised Decision on the Use of Unsolicited Credit Assessments (EBA-DC-2017-195)
EBA Revised Decision published on the Official Journal

European Banking Authority and Joint Committee report mapping Egan-Jones Ratings Company’s credit assessments to Credit Quality Steps under the Capital Requirements Regulation (CRR) Standardised Approach, aligning rating categories with prudential risk scales for regulatory capital calculations.

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 rating categories with prudential risk scales for regulatory capital calculations.

European Banking Authority and Joint Committee report mapping modeFinance’s credit assessments to Credit Quality Steps under the Capital Requirements Regulation (CRR) Standardised Approach, aligning its long-term rating scale with EU prudential risk weights for regulatory use.

EBA, EIOPA, and ESMA consult on revised draft implementing technical standards amending EU Regulation 2016/1799 to update the mapping of External Credit Assessment Institutions’ (ECAIs) credit assessments under CRR (EU No 575/2013) for prudential risk weighting.

European Banking Authority and Joint Committee report mapping RAEX GmbH’s credit assessments to Credit Quality Steps under the Capital Requirements Regulation (CRR) Standardised Approach, aligning rating categories with prudential risk scales for regulatory capital calculations.

EBA and Joint Committee report mapping HR Ratings de México’s credit assessments to EU regulatory credit quality steps under the Capital Requirements Regulation (CRR) Standardised Approach, aligning rating categories for prudential risk weighting.

Final Report on good Supervisory Practices for reducing mechanistic reliance on credit ratings (JC 2016 71)

Moody's Response to CEBS Consultation on ECAIs

EBA Report on Unsolicited Credit Assessments (Article 138 CRR)

Decision on the Use of Unsolicited Credit Assessments (EBA-DC-2016-151)
EBA Decision published in the Official Journal

Joint Opinion on EC amend ITS ECAIs Mapping CRR (ESAs 2016 41)

Final draft ITS on ECAI mapping for securitisation positions (EBA-ITS-2016-02)

Final Draft ITS on ECAIs' Mapping

Annex - Draft Mapping Reports

BSG response to Consultation Paper (EBA-CP-2015-08) - 7 August 2015