20151111_JC_2015_067_Joint_Draft_ITS_on_ECAI_Mapping_a136-1_and_3_CRR.pdf
EBA, EIOPA, and ESMA joint final draft Implementing Technical Standards (ITS) under CRR (EU 575/2013) mapping ECAIs’ credit assessments to risk weights and credit quality steps, defining default rate calculations, qualitative factors, and prudential benchmarks for standardized risk assessment.