ECAI Rating Mapping Table
Banking (Capital)(Amendment) Rules 2023 - Supplementary Guidance on the Revised Credit Risk Framework
Encl. Chapter I - Introduction
Encl. Chapter II - Use of ECAI ratings for the purposes of the Banking (Capital) Rules (BCR)
Encl. Chapter III - STC approach
Encl. Chapter IV - IRB approach
Encl. Chapter V - Counterparty credit risk
Encl. Chapter VI - Securitization
Banking (Capital) (Amendment) Rules 2023 - Questions and Answers (“Q&As”)
Encl. Q&As on IPO financing and Swap Connect