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EBA NPL.Loan.Source of External Credit Rating at Origination
== Definition of Loan / Source of External Credit Rating at Origination== ...cy the external credit rating at origination was obtained. In case several ratings are assigned, the approach described in Art. 138 of the CRR applies.

1 KB (201 words) - 19:56, 8 February 2021
EBA NPL.Loan.Current External Credit Rating
== Definition of Loan / Current External Credit Rating== ...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.

1 KB (190 words) - 19:55, 8 February 2021
EBA NPL.Loan.Source of Current External Credit Rating
== Definition of Loan / Source of Current External Credit Rating== <b>Loan.Source of Current External Credit Rating</b>: From which agency the external credit rating at NPL Portfolio Cut-Off Date was obtained

1 KB (166 words) - 19:45, 8 February 2021
Credit Rating Scale
=== Mapping to External Rating Scales === ...the use of external data for PD quantification at a more aggregated level (external grade) rather than at the obligor/facility level. Accordingly, sections 3.2

6 KB (932 words) - 16:06, 22 February 2021
Credit Rating Agency
...rm, institution or other legal entity that issues [[Credit Rating | credit ratings]] on a professional basis. A rating agency typically publishes reports asse * Profit or Non-profit: whether there is a profit motive in the issuance of ratings

3 KB (446 words) - 16:05, 22 February 2021
Credit Quality Step
...he European Parliament and of the Council or a central bank issuing credit ratings which are exempt from the application of that Regulation ...a correspondence (‘mapping’) between relevant credit assessments of [[External Credit Assessment Institution | ECAIs]] and credit quality steps, as set ou

3 KB (502 words) - 19:39, 8 February 2021
External Credit Assessment Institution
'''External Credit Assessment Institution''' (ECAI) is a [[Credit Rating Agency]] (CRA) ...the European, Middle Eastern and African region and also endorses selected ratings issued by Group companies.

14 KB (2,064 words) - 22:31, 27 September 2021
Data Quality Reporting
...stitution’s senior management must ensure, on an ongoing basis, that the ratings systems are working properly. To accomplish this, a formal reporting proce ...erview of the performance of the model in terms of data quality, including external data and pooled data, if any, at all stages of the IRB life cycle, from dat

3 KB (421 words) - 00:08, 19 November 2018
Credit Rating Philosophy
Regulated institutions using credit ratings must choose an appropriate philosophy taking into account all of the follow from external rating agencies.

5 KB (700 words) - 10:27, 22 February 2021
Shadow Rating
...r other credit risk bearing firm targets external ratings provided by an [[External Credit Assessment Institution]] ...identifying the main factors that explain external ratings provided by an external credit assessment institution or similar organisation, rather than internal

4 KB (539 words) - 19:21, 8 February 2021
SME Credit Data
...edit Scores or Credit Ratings may available from various possible sources (external and/or internal) ! colspan="6" | External Credit Information

13 KB (1,782 words) - 15:15, 29 March 2021
Covid-19 Pandemic Risk Events
| Credit Ratings * NOT INCLUDED: Individual Ratings downgrades or other such indicators of distress that are not fully realized

27 KB (3,147 words) - 12:25, 25 May 2020
External Credit Rating
An '''External Credit Rating''' is a [[Credit Rating]] produced by a specialized [[Credit [[Category:Credit Ratings]]

213 bytes (29 words) - 11:47, 8 February 2021
Standalone Creditworthiness Assessment
* external support from supporting corporated entities ([[Related Counterparties]]) * external support from governement entities

460 bytes (54 words) - 11:16, 22 February 2021
Credit Rating Agency Default Definition
...ting Agency Default Definition''' collects the [[Default Definition]] of [[External Credit Assessment Institution | European Credit Rating Agencies]] as explic | [https://www.arcratings.com ARC Ratings, S.A. (previously Companhia Portuguesa de Rating, S.A)]

26 KB (4,104 words) - 12:30, 9 June 2021
ISCO Occupation Group 1211.1 Financial Manager
* Analyse External Factors Of Companies * Examine Credit Ratings

11 KB (1,230 words) - 14:30, 29 March 2021
ISCO Specialization 2413.1.2 Insurance Rating Analyst
...nd present and explain credit rating opinions to stakeholders, clients and external parties. They work for insurance companies and calculate the insurance prem * Examine Credit Ratings

2 KB (186 words) - 12:45, 26 February 2021
BCBS 121
...of directors, and in most cases is subject to verification through formal external audit. Moreover, a variety of public bodies oversee this process, such as s ...nts in this document primarily focuses on the use of the Advanced Internal Ratings-based approach under Basel II. Nevertheless, since this paper discusses cer

7 KB (1,077 words) - 11:43, 26 March 2021
BCBS 236
...nt and risk-sensitive; to mitigate mechanistic reliance on external credit ratings; and to reduce current cliff effects in capital requirements.</p> ...in the Basel II securitisation framework. The proposal contains a revised ratings-based approach and a modified supervisory formula approach, both of which a

4 KB (561 words) - 11:45, 26 March 2021
BCBS 269
...e the capacity and supervisory approval to do so, they may use an internal ratings-based approach to determine the capital requirement based on the risk of th ..., an external ratings-based approach may be used (assuming that the use of ratings is permitted within the relevant jurisdiction).</li>

4 KB (630 words) - 14:25, 9 April 2021