Standardised approach - implementing the mapping process.
This document set out guidelines for supervisors in the process of assigning the credit risk assessments ofan eligible external credit assessment institution (ECAI) to the risk weights available under the standardisedapproach to credit risk. It fully replicates Annex2 of Basel II (June 2006) and has been issued as a separatepublication due to the launch of the Consolidated Basel Framework (see section 1.34 of the consultationdocumenton the consolidated framework for more information).
- Publication Date: April 2019
- Publication Type: Guidelines
- Publication Status: Current
- Publication Category: Credit Risk
- Number of Pages: 6
- Keywords: Credit Risk
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