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Chapter 3 CREDIT QUALITY ASSESSMENT CRITERIA

United Kingdom

Original text. Later amendments are not shown.

  1. 3Criteria for validating the internal credit quality assessment methodologies referred to in Article 19(3) of Regulation (EU) 2017/1131
  2. 4Criteria for quantifying credit risk, and the relative risk of default of the issuer and of the instrument, as referred to in Article 20(2)(a) of Regulation (EU) 2017/1131
  3. 5Criteria for establishing qualitative indicators in relation to the issuer of the instrument, referred to in Article 20(2)(b) of Regulation (EU) 2017/1131
  4. 6Criteria for establishing qualitative credit risk indicators in realtion to the issuer of the instrument, as referred to in Article 20(2)(b) of Regulation (EU) 2017/1131
  5. 7Overrides
  6. 8Material change as referred to in Article 19(4)(d) of Regulation (EU) 2017/1131
  7. 9Quantitative and qualitative credit quality requirements for assets referred to in Article 15(6)(a) of Regulation (EU) 2017/1131
  8. 10Article 10