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Basel II – Recognition of External Credit Assessment Institutions and Mapping of Ratings to Risk-Weights

Issue Date:

28 Sep 2006

20060928-8-EN.pdf (240.9 KB)

Topic:

Capital Adequacy - Credit Risk (securitization exposures)

Group: All Authorized Institutions

• Directly related Document
• Cross referenced Document
• Version History
• Superseded Document

Directly related Document

• Annex

  Archive

  28 Sep 2006

  Annex - Mapping of ECAI issue specific ratings into credit quality grades under the standardized (securitization) approach

Directly related Document

• Annex

  Archive

  28 Sep 2006

  Annex - Mapping of ECAI issue specific ratings into credit quality grades under the standardized (securitization) approach

Cross referenced Document

Version History

Superseded Document

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