EBA NPL.Counterparty.Current Internal Credit Rating

From Open Risk Manual

Definition of Counterparty / Current Internal Credit Rating

Counterparty.Current Internal Credit Rating: Internal credit rating issued to the Counterparty at the NPL Portfolio Cut-Off Date

  • EBA Field Index 3.028
  • Documentation Entry 41


"Current Internal Credit Rating" is the internal credit rating issued to the Private Individual Counterparty or Corporate Counterparty at the NPL Portfolio Cut-Off Date. The Institution is to provide the internal methodology used to decide the rating as a part of the transaction documents in annex to the data tape.

Field Characteristics

The field type is Text.

The field's importance for the Loan Tape is Moderate.

The field belongs to the EBA NPL Counterparty Table.

The field applies to all of the 7 EBA NPL Asset Classes.

The field is applicable to all borrower types.

The field is Not Confidential


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  • This information is provided as is. Refer to the EBA NPL Template for pointers to definitive instructions

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