A new consolidated version of Commission Implementing Regulation (EU) 2016/1801 as regards the mapping of relevant credit assessments for securitisations issued by external credit assessment institutions (ECAIs) to the credit quality steps set out in the Capital Requirements Regulation (CRR) was published in the Official Journal (OJ) of the EU. The consolidated version includes the amendments made by Commission Implementing Regulation (EU) 2022/2365 which primarily made changes to reflect relevant amendments introduced by the new Securitisation Framework and added new or removed existing mappings for ECAIs. Please see EventID 18441 in this context for more detailed, comprehensive information.
Other Features
assessment
banks
bonds
investment firms
risk management
securitisation
Date Published: 2023-01-10
Date Taking Effect: 2022-12-25
Regulatory Framework: Capital Requirements Regulation (CRR)
Regulatory Type: information
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