Article 1 | Implementing Regulation 2016/1799

Article 1 - Quantitative factors of the mapping of a rating category

Article 1

Quantitative factors of the mapping of a rating category

The quantitative factors referred to in point (a) of Article 136(2) of Regulation (EU) No 575/2013 shall be the short run and long run default rates associated with items assigned the same rating category, as set out in Articles 2 to 6.

TITLE I - QUANTITATIVE FACTORS, QUALITATIVE FACTORS AND BENCHMARK (Article 1-15)

CHAPTER 1 - Quantitative factors (Article 1-6)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 3-5)

Section 2 - Calculation of the quantitative factors of a rating category where a sufficient number of credit ratings is not available (Article 6)

CHAPTER 2 - Qualitative factors (Article 7-13)

CHAPTER 3 - Benchmark and related references (Article 14-15)

TITLE II - MAPPING TABLES (Article 16)

TITLE III - FINAL PROVISION (Article 17)

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Article 1 - Quantitative factors of the mapping of a rating category

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