Updated 05/02/2025
In force

Version from: 14/11/2024
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Article 6 - Delegated Regulation 2015/35

Article 6

Double credit rating for securitisation positions

By way of derogation from Article 4(4)(d), where only one credit assessment is available from a nominated ECAI for a securitisation position, that credit assessment shall not be used. The capital requirements for that item shall be derived as if no credit assessment by a nominated ECAI is available.