+Article 176 2.

Article 176 2.

►M17  For exposures to central governments and central banks, exposures to regional governments, local authorities and public sector entities, exposures to institutions and exposures to corporates, institutions shall collect and store: ◄

(a) 

complete rating histories on obligors and recognised guarantors;

(b) 

the dates the ratings were assigned;

(c) 

the key data and methodology used to derive the rating;

(d) 

the person responsible for the rating assignment;

(e) 

the identity of obligors and exposures that defaulted;

(f) 

the date and circumstances of such defaults;

(g) 

data on the PDs and realised default rates associated with rating grades and ratings migration.

1. Übersicht

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1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards