Credit quality step

For ECAI it is the credit quality step used in the standardised approach to capital requirements for credit risk (Part three, Title II, Chapter 2 of CRR). A value from 1 to 6 has to be provided, in accordance with Commission Implementing Regulation (EU) 2016/1799.
For ECA it is the minimum export insurance premium that the OECD agreed methodology establishes (see Article 137 of CRR). A value from 0 to 7 has to be provided.

Variable ID

CRDT_QLTY_STP

Definition

For ECAI it is the credit quality step used in the standardised approach to capital requirements for credit risk (Part three, Title II, Chapter 2 of CRR). A value from 1 to 6 has to be provided, in accordance with Commission Implementing Regulation (EU) 2016/1799.
For ECA it is the minimum export insurance premium that the OECD agreed methodology establishes (see Article 137 of CRR). A value from 0 to 7 has to be provided.

Input layer instructions

Not available

Domain

Credit quality step

Legal references

  • No legal references provided

Used in cubes

Used in transformations