The correspondence of the rating categories of each ECAI for securitisation positions subject to the standardised approach with the credit quality steps under the standardised approach set out in Table 1 of Article 251 of Regulation (EU) No 575/2013 is that set out in Annex I to this Regulation.
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New version applies from 25/12/2022 — introduced by Commission Implementing Regulation (EU) 2022/2365.
4 provisions change.
Article 1 is deleted from 25/12/2022.
Article 1 - Mapping tables under the standardised approach
Article 1
Mapping tables under the standardised approach