The correspondence of the rating categories of each ECAI for securitisation positions subject to the IRB approach with the credit quality steps set out in Table 4 of Article 261(1) of Regulation (EU) No 575/2013 is that set out in Annex II 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 2 changes in this version: compare with the current text.