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Article 2 - Mapping tables under the External Ratings Based Approach

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The correspondence of the rating categories of each ECAIexternal credit assessment institution for securitisation positions subject to the IRBExternal approachRatings Based Approach with the credit quality steps set out in TableArticles 4263 ofand Article 261(1)264 of Regulation (EU) No 575/2013 is that set out in Annex II to this Regulation.

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