EBU Single Rulebook Q&A 10 October 2024 2024_7220 Use of credit assessments by ECAIs not in scope of Regulation (EC) No 1060/2009.
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European Union · · · 13-03-2026
Can external credit assessments that have been issued by an ECAI, but were not publicly disclosed, be used to determine the risk weight of an exposure under the Standardised Approach? While rating methodologies for private funds do exist, the availability of public ratings is very limited.
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