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Version status: Revoked | Document consolidation status: Updated to reflect all known changes
Version date: 1 January 2014 - onwards
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Regulation 23 Recognition for securitisation risk-weighting purposes

Revoked from 1 January 2014

(1) Subject to paragraph (9) below, the PRA must recognise an ECAI as eligible for securitisation risk-weighting purposes only if the PRA is satisfied -

(za) where the requirements of Article 2(3) of the EC Regulation apply to the ECAI, that the ECAI has complied with those requirements;

(a) taking into account the requirements set out in Schedule 1, that -

(i) the ECAI's assessment methodology complies with the requirements of objectivity, independence, ongoing review and transparency; and

(ii) the ECAI's credit assessments meet the requirements of credibility and transparency; and

(b) that the ECAI has a demonstrated ability in the area of securitisation.

(2) A demonstrated ability in the area of securitisation may be evidenced by a strong market acceptance.

(3) The PRA may recognise an ECAI as eligible for securitisation risk-weighting purposes without carrying out its own evaluation process if the ECAI has been recognised as eligible for those purposes by a competent authority

Comparing proposed amendment...