EBA Report on External Credit Ratings Reliance.pdf
Report on external credit ratings reliance
Report on external credit ratings reliance
EBA report on the mapping of Scope Rating’s credit assessments under the Capital Requirements Regulation (CRR) Standardised Approach, aligning its rating categories with regulatory credit quality steps for prudential purposes, based on updated quantitative data and methodology from Implementing Regulation (EU) 2016/1799.
Final Report on good Supervisory Practices for reducing mechanistic reliance on credit ratings (JC 2016 71)
Discussion Paper on Use of Credit Ratings by Financial Intermediaries (JC DP 2014 01)
Final Report on mechanistic references to credit ratings in the ESAs’ guidelines and recommendations (JC 2014 004)