+Article 444 Disclosure of the use of the Standardised Approach

Article 444 Disclosure of the use of the Standardised Approach

Article 444

Disclosure of the use of the Standardised Approach

Institutions calculating their risk-weighted exposure amounts in accordance with Chapter 2 of Title II of Part Three shall disclose the following information for each of the exposure classes set out in Article 112:

(a) 

the names of the nominated ECAIs and ECAs and the reasons for any changes in those nominations over the disclosure period;

(b) 

the exposure classes for which each ECAI or ECA is used;

(c) 

a description of the process used to transfer the issuer and issue credit ratings onto items not included in the trading book;

(d) 

the association of the external rating of each nominated ECAI or ECA with the risk weights that correspond to the credit quality steps as set out in Chapter 2 of Title II of Part Three, taking into account that it is not necessary to disclose that information where the institutions comply with the standard association published by EBA;

(e) 

the exposure values and the exposure values after credit risk mitigation associated with each credit quality step as set out in Chapter 2 of Title II of Part Three, by exposure class, as well as the exposure values deducted from own funds.

1. Overview

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1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards