Standardised approach - implementing the mapping process

This version

BCBS  | 
09 April 2019
Status:  Current
Topics: Credit risk

This document set out guidelines for supervisors in the process of assigning the credit risk assessments of an eligible external credit assessment institution (ECAI) to the risk weights available under the standardised approach to credit risk. It fully replicates Annex 2 of Basel II (June 2006) and has been issued as a separate publication due to the launch of the Consolidated Basel Framework (see section 1.34 of the consultation document on the consolidated framework for more information).

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