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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