• Multiple Assessments

    • CA-4.6.5

      If there are two assessments by eligible ECAIs chosen by a bank which map into different risk weights, the higher risk weight must be applied.

      Apr 08

    • CA-4.6.6

      If there are three or more assessments by eligible ECAIs chosen by a bank which map into different risk weights, the assessments corresponding to the two lowest risk weights should be referred to and the higher of those two risk weights must be applied.

      Apr 08