EBA NPL.Loan.Current External Credit Rating

From Open Risk Manual

Definition of Loan / Current External Credit Rating

Loan.Current External Credit Rating: External credit rating issued for the Loan at NPL Portfolio Cut-Off Date. In case several ratings are assigned, the approach described in Art. 138 of the CRR applies.

  • EBA Field Index 7.091
  • Documentation Entry 213

Description

"Current External Credit Rating" is the external credit rating issued to the loan applicable at the NPL Portfolio Cut-Off Date. The Current External Credit Rating is in some instances the same at Counterparty level as it is at loan level.

Field Characteristics

The field type is Text.


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

The field belongs to the EBA NPL Loan 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

Disclaimer

  • This text is generated automatically. Do not edit manually!
  • This information is provided as is. Refer to the EBA NPL Template for pointers to definitive instructions