1. Where an originator institution is using the Ratings Based Method as specified in Article 261 of …

Where an originator institution is using the Ratings Based Method as specified in Article 261 of Regulation (EU) No 575/2013 to calculate the own funds requirements for its exposures to a securitisation, competent authorities should consider whether the chosen credit rating agency has appropriate experience and expertise in the asset class being rated insofar as the competent authorities are aware.

10. Internal policies for assessing transfer of credit risk and SRT

1. Overview

1.1 References

• Article 261 Calculation of risk-weighted exposure amounts under the Standardised Approach (SEC-SA)

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA -

  EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

  DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.