+3. An institution should have in place a documented hierarchy of sources of ratings for determining …

3. An institution should have in place a documented hierarchy of sources of ratings for determining …

An institution should have in place a documented hierarchy of sources of ratings for determining the rating of an individual position. If an institution uses different sources of ratings (e.g. internal and external ratings or different external rating

12 agencies‟ estimates), it should consistently map the ratings into a common Masterscale.

1. Overview

,
Summary Regulation

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements
Source Requirement

3. Related Standards

Standards
Source Requirement
  • EBA - Published by the European Banking Authority at https://www.eba.europa.eu/