EBU Single Rulebook Q&A 1 March 2015 2015_1859 When should an external rating be considered as a primary factor determining an internal rating assignment

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European Union · · · 19-06-2015

Concerning the practical application of the RTS on materiality: When should an external rating be considered as a 'primary factor' determining an internal rating assignment, and by what measure is the relative importance of the different variables comprising an internal model for credit risk to be evaluated?

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