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
Used in cubes
- – Counterparties - Enriched
- – Countries reference information - Enriched
- – External credit assessments
- – Registry table of securities - Enriched