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Capital Requirements Regulation (CRR)
Article 444

Article 444 - Disclosure of the use of the Standardised Approach

Status
In force
Selected consolidated version from
30/09/2021
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Article 444

Disclosure of the use of the Standardised Approach

Institutions calculating their risk-weighted exposure amounts in accordance with Chapter 2 of Title II of Part Three shall disclose the following information for each of the exposure classes set out in Article 112:

(a) 

the names of the nominated ECAIs and ECAs and the reasons for any changes in those nominations over the disclosure period;

(b) 

the exposure classes for which each ECAI or ECA is used;

(c) 

a description of the process used to transfer the issuer and issue credit ratings onto items not included in the trading book;

(d) 

the association of the external rating of each nominated ECAI or ECA with the risk weights that correspond to the credit quality steps as set out in Chapter 2 of Title II of Part Three, taking into account that it is not necessary to disclose that information where the institutions comply with the standard association published by EBA;

(e) 

the exposure values and the exposure values after credit risk mitigation associated with each credit quality step as set out in Chapter 2 of Title II of Part Three, by exposure class, as well as the exposure values deducted from own funds.