EBU Single Rulebook Q&A 4 April 2016 2016_2698 ECAI ratings

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European Union · · · 24-02-2017

1) For the determination of the risk-weight applicable to an exposure, is a “Bank Deposit Rating” an issue rating as per Article 139 of the CRR?2) For the determination of the risk-weight applicable to an exposure, should a “Bank Deposit Rating” be used instead of an “Issuer rating” for exposures to institutions which are in the form of deposits (i.e. bank deposits)?

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