EBU Single Rulebook Q&A 13 May 2014 2014_1188 Template C07.00 Column 230: of which: with a credit assessment by a nominated ECAI
Also known as
European Union · · · 09-09-2016
Column 230: of which: with a credit assessment by a nominated ECAI, is this column only reported for exposures where the ECAI rating was used to determine the risk weight? Example: If a Corporate obligor had an ECAI of S&P BBB+ but was classified as 'in-default' the risk weight would be determined under Article 127 based on the percentage of specific credit risk adjustment and not the ECAI rating.
Read the full text
This document is published by eba.europa.eu.
Moonlit adds the citation network, article-level links and cross-references, which are available to search for free.
Sign in to Moonlit