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Commission Implementing Regulation (EU) 2016/1799

Preamble
Recitals 28
Title I - QUANTITATIVE FACTORS, QUALITATIVE FACTORS AND BENCHMARK (Article 1-15) 15
- Chapter 1 - Quantitative factors (Article 1-6) 6
  - Article 1 - Quantitative factors of the mapping of a rating category
  - Article 2 - Items used for the calculation of the quantitative factors
  - Section 1 - Calculation of the quantitative factors of a rating category where a sufficient number of credit ratings is available (Article 3-5) 3
  - Section 2 - Calculation of the quantitative factors of a rating category where a sufficient number of credit ratings is not available (Article 6) 1
- Chapter 2 - Qualitative factors (Article 7-13) 7
- Chapter 3 - Benchmark and related references (Article 14-15) 2
Title II - MAPPING TABLES (Article 16) 1
Title III - FINAL PROVISION (Article 17) 1
Annexes 3
Amending acts 4

Article 1 - Quantitative factors of the mapping of a rating category

Article 1

Quantitative factors of the mapping of a rating category

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The quantitative factors referred to in point (a) of Article 136(2) of Regulation (EU) No 575/2013 shall be the short run and long run default rates associated with items assigned the same rating category, as set out in Articles 2 to 6.

Official text · consolidated version 25/07/2024 (in force) Open full page ↗