Article 9 | Implementing Regulation 2016/1799

Article 9 - Time horizon of a rating category

Article 9

Time horizon of a rating category

The time horizon considered by the ECAI for assigning a rating category shall provide a relevant indication of whether the level of risk of that rating category is sustainable over the time horizon specified in Article 4(2).

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 9 - Time horizon of a rating category

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