Commission Implementing Regulation (EU) 2016/1799 of 7 October 2016 laying down i... (32016R1799)
INHALT
Commission Implementing Regulation (EU) 2016/1799 of 7 October 2016 laying down implementing technical standards with regard to the mapping of credit assessments of external credit assessment institutions for credit risk in accordance with Articles 136(1) and 136(3) of Regulation (EU) No 575/2013 of the European Parliament and of the Council (Text with EEA relevance)
- COMMISSION IMPLEMENTING REGULATION (EU) 2016/1799
- of 7 October 2016
- laying down implementing technical standards with regard to the mapping of credit assessments of external credit assessment institutions for credit risk in accordance with Articles 136(1) and 136(3) of Regulation (EU) No 575/2013 of the European Parliament and of the Council
- (Text with EEA relevance)
- TITLE I
- QUANTITATIVE FACTORS, QUALITATIVE FACTORS AND BENCHMARK
- CHAPTER 1
- Quantitative factors
- Article 1
- Quantitative factors of the mapping of a rating category
- Article 2
- Items used for the calculation of the quantitative factors
- Section 1
- Calculation of the quantitative factors of a rating category where a sufficient number of credit ratings is available
- Article 3
- Determination of whether a sufficient number of credit ratings is available
- Article 4
- Short run default rates of a rating category where a sufficient number of credit ratings is available
- Article 5
- Long run default rate of a rating category where a sufficient number of credit ratings is available
- Section 2
- Calculation of the quantitative factors of a rating category where a sufficient number of credit ratings is not available
- Article 6
- Items used and long run default rate of a rating category where a sufficient number of credit ratings is not available
- CHAPTER 2
- Qualitative factors
- Article 7
- Qualitative factors of the mapping of a rating category
- Article 8
- Definition of default used by the ECAI
- Article 9
- Time horizon of a rating category
- Article 10
- Meaning and relative position of a rating category
- Article 11
- Creditworthiness of items assigned the same rating category
- Article 12
- Estimate provided by the ECAI of the long run default rate associated with all items assigned the same rating category
- Article 13
- Internal mapping of a rating category established by the ECAI
- CHAPTER 3
- Benchmark and related references
- Article 14
- Benchmark
- Article 15
- Reference meaning of the rating category per credit quality step
- TITLE II
- MAPPING TABLES
- Article 16
- Mapping tables
- TITLE III
- FINAL PROVISION
- Article 17
- Entry into force
- ANNEX I
- Benchmarks for the purposes of Article 14
- ANNEX II
- Reference meaning of the rating category per credit quality step for the purposes of Article 15
- ANNEX III
- Mapping tables for the purposes of Article 16
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