Article 13 | Implementing Regulation 2016/1799

Article 13 - Internal mapping of a rating category established by the ECAI

Article 13

Internal mapping of a rating category established by the ECAI

The corresponding credit quality step of other rating categories produced by the same ECAI for which an internal mapping exists according to point (f) of Article 7 shall be used as a relevant indication of the level of risk of the rating category which is being mapped.

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

CHAPTER 1 - Quantitative factors (Article 1-6)

CHAPTER 2 - Qualitative factors (Article 7-13)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 14-15)

TITLE II - MAPPING TABLES (Article 16)

TITLE III - FINAL PROVISION (Article 17)

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Article 13 - Internal mapping of a rating category established by the ECAI

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