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

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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.

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