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 categoryArticle 2 - Items used for the calculation of the quantitative factorsSection 1 - Calculation of the quantitative factors of a rating category where a sufficient number of credit ratings is available (Article 3-5)Article 3 - Determination of whether a sufficient number of credit ratings is availableArticle 4 - Short run default rates of a rating category where a sufficient number of credit ratings is availableArticle 5 - Long run default rate of a rating category where a sufficient number of credit ratings is availableSection 2 - Calculation of the quantitative factors of a rating category where a sufficient number of credit ratings is not available (Article 6)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 7-13)Article 7 - Qualitative factors of the mapping of a rating category Article 8 - Definition of default used by the ECAIArticle 9 - Time horizon of a rating categoryArticle 10 - Meaning and relative position of a rating categoryArticle 11 - Creditworthiness of items assigned the same rating categoryArticle 12 - Estimate provided by the ECAI of the long run default rate associated with all items assigned the same rating categoryArticle 13 - Internal mapping of a rating category established by the ECAICHAPTER 3 - Benchmark and related references (Article 14-15)Article 14 - BenchmarkArticle 15 - Reference meaning of the rating category per credit quality step
CHAPTER 1 - Quantitative factors (Article 1-6)Article 1 - Quantitative factors of the mapping of a rating categoryArticle 2 - Items used for the calculation of the quantitative factorsSection 1 - Calculation of the quantitative factors of a rating category where a sufficient number of credit ratings is available (Article 3-5)Article 3 - Determination of whether a sufficient number of credit ratings is availableArticle 4 - Short run default rates of a rating category where a sufficient number of credit ratings is availableArticle 5 - Long run default rate of a rating category where a sufficient number of credit ratings is availableSection 2 - Calculation of the quantitative factors of a rating category where a sufficient number of credit ratings is not available (Article 6)Article 6 - Items used and long run default rate of a rating category where a sufficient number of credit ratings is not available
Section 1 - Calculation of the quantitative factors of a rating category where a sufficient number of credit ratings is available (Article 3-5)Article 3 - Determination of whether a sufficient number of credit ratings is availableArticle 4 - Short run default rates of a rating category where a sufficient number of credit ratings is availableArticle 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)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 7-13)Article 7 - Qualitative factors of the mapping of a rating category Article 8 - Definition of default used by the ECAIArticle 9 - Time horizon of a rating categoryArticle 10 - Meaning and relative position of a rating categoryArticle 11 - Creditworthiness of items assigned the same rating categoryArticle 12 - Estimate provided by the ECAI of the long run default rate associated with all items assigned the same rating categoryArticle 13 - Internal mapping of a rating category established by the ECAI
CHAPTER 3 - Benchmark and related references (Article 14-15)Article 14 - BenchmarkArticle 15 - Reference meaning of the rating category per credit quality step