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European Insurance and Occupational Pensions Authority

Double credit rating for securitisation positions

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TITLE I > CHAPTER I > SECTION 2

Article number:  6

By way of derogation from Article 4(4)(d), where only one credit assessment is available from a nominated ECAI for a securitisation position, that credit assessment shall not be used. The capital requirements for that item shall be derived as if no credit assessment by a nominated ECAI is available.

Metadata

RULEBOOK TOPIC:  SECTION 2 - External Credit assessments

RULEBOOK CATEGORY:  DELEGATED REGULATION (EU) 2015/35

Last update on:  03 May 2021