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

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

Issue Date:

28 Sep 2006

20060928-9-EN.pdf (32.7 KB)

Capital Adequacy - Credit Risk (securitization exposures)

Group: All Authorized Institutions

Directly related Document
Cross referenced Document
Version History
Superseded Document

Directly related Document

CIR

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28 Sep 2006

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

CIR

Archive

28 Sep 2006

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

Cross referenced Document

Version History

Superseded Document

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