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委员会实施条例(EU) 2018/634，就明确了外部信用评估机构的信用风险评估与信用质量步骤之间的对应关系的映射表（欧洲议会和理事会条例(EU) No 575/2013制定），修订实施条例(EU) 2016/1799

技术法规类型：欧盟Eurlex法规来源：tbtmap

EURLEX ID：32018R0634

OJ编号：OJ L 105, 25.4.2018, p. 14–20

中文标题：委员会实施条例(EU) 2018/634，就明确了外部信用评估机构的信用风险评估与信用质量步骤之间的对应关系的映射表（欧洲议会和理事会条例(EU) No 575/2013制定），修订实施条例(EU) 2016/1799

原文标题：Commission Implementing Regulation (EU) 2018/634 of 24 April 2018 amending Implementing Regulation (EU) 2016/1799 as regards the mapping tables specifying the correspondence between the credit risk assessments of external credit assessment institutions and the credit quality steps set out in Regulation (EU) No 575/2013 of the European Parliament and of the Council (Text with EEA relevance. )

生效日期：2018-05-15

废止日期：9999-12-31

法规全文：查看欧盟官方文件

25.4.2018

Official Journal of the European Union

L 105/14

COMMISSION IMPLEMENTING REGULATION (EU) 2018/634

of 24 April 2018

amending Implementing Regulation (EU) 2016/1799 as regards the mapping tables specifying the correspondence between the credit risk assessments of external credit assessment institutions and the credit quality steps set out in Regulation (EU) No 575/2013 of the European Parliament and of the Council

(Text with EEA relevance)

THE EUROPEAN COMMISSION,

Having regard to the Treaty on the Functioning of the European Union,

Having regard to Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms (1), and in particular the third subparagraph of Article 136(1) thereof,

Whereas:

(1)

Commission Implementing Regulation (EU) 2016/1799 (2) specifies in its Annex III, the correspondence of the relevant credit assessments issued by an external credit assessment institution (‘ECAI’) to the credit quality steps set out in Section 2 of Chapter 2 of Title II of Part Three of Regulation (EU) No 575/2013 (mapping).

(2)

Since the adoption of Implementing Regulation (EU) 2016/1799 additional credit rating agencies have been registered or certified in accordance with Regulation (EC) No 1060/2009 of the European Parliament and of the Council (3). Furthermore, one of the ECAIs for which Implementing Regulation (EU) 2016/1799 provided a mapping has been deregistered. Given that Article 136(1) of Regulation (EU) No 575/2013 requires the specification of mappings for all ECAIs, it is necessary to amend Implementing Regulation (EU) 2016/1799 to provide mappings for the newly registered or certified ECAIs, and to remove the mapping for the deregistered ECAI.

(3)	This Regulation is based on the draft implementing technical standards submitted by the European Banking Authority, the European Securities and Markets Authority and the European Insurance and Occupational Pensions Authority jointly (the ‘European Supervisory Authorities’) to the Commission.

(4)

The European Supervisory Authorities have conducted open public consultations on the draft implementing technical standards on which this Regulation is based, analysed the potential related costs and benefits and requested the opinion of the Banking Stakeholder Group established in accordance with Article 37 of Regulation (EU) No 1093/2010 of the European Parliament and of the Council (4), the Securities and Markets Stakeholder Group established in accordance with Article 37 of Regulation (EU) No 1095/2010 of the European Parliament and of the Council (5), and the Insurance and Reinsurance Stakeholder Group established in accordance with Article 37 of Regulation (EU) No 1094/2010 of the European Parliament and of the Council (6).

(5)	Implementing Regulation (EU) 2016/1799 should therefore be amended accordingly,

HAS ADOPTED THIS REGULATION:

Article 1

Amendment to Implementing Regulation (EU) 2016/1799

Annex III to Implementing Regulation (EU) 2016/1799 is replaced by the text set out in the Annex to this Regulation.

Article 2

Entry into force

This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union.

This Regulation shall be binding in its entirety and directly applicable in all Member States.

Done at Brussels, 24 April 2018.

For the Commission

The President

Jean-Claude JUNCKER

(1) OJ L 176, 27.6.2013, p. 1.

(2) Commission Implementing Regulation (EU) 2016/1799 of 7 October 2016 laying down implementing technical standards with regard to the mapping of credit assessments of external credit assessment institutions for credit risk in accordance with Articles 136(1) and 136(3) of Regulation (EU) No 575/2013 of the European Parliament and of the Council (OJ L 275, 12.10.2016, p. 3).

(3) Regulation (EC) No 1060/2009 of the European Parliament and of the Council of 16 September 2009 on credit rating agencies (OJ L 302, 17.11.2009, p. 1).

(4) Regulation (EU) No 1093/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Banking Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/78/EC (OJ L 331, 15.12.2010, p. 12).

(5) Regulation (EU) No 1095/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Securities and Markets Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/77/EC (OJ L 331, 15.12.2010, p. 84).

(6) Regulation (EU) No 1094/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Insurance and Occupational Pensions Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/79/EC (OJ L 331, 15.12.2010, p. 48).

ANNEX

‘

ANNEX III

Mapping tables for the purposes of Article 16

Credit quality step	1	2	3	4	5	6
AM Best Europe-Rating Services Ltd
Long-term issuer credit ratings scale	aaa, aa+, aa, aa-	a+, a, a-	bbb+, bbb, bbb-	bb+, bb, bb-	b+, b, b-	ccc+, ccc, ccc-, cc, c, rs
Long-term debt ratings scale	aaa, aa+, aa, aa-	a+, a, a-	bbb+, bbb, bbb-	bb+, bb, bb-	b+, b, b-	ccc+, ccc, ccc-, cc, c, d
Financial strength ratings scale	A++, A+	A, A-	B++, B+	B, B-	C++, C+	C, C-, D, E, F, S
Short-term ratings scale	AMB-1+	AMB-1-	AMB-2, AMB-3	AMB- 4
ARC Ratings S.A.
Medium- and long-term issuers rating scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, D
Medium- and long-term issues rating scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, D
Short-term issuers rating scale	A-1+	A-1	A-2, A-3	B, C, D
Short-term issues rating scale	A-1+	A-1	A-2, A-3	B, C, D
ASSEKURATA Assekuranz Rating-Agentur GmbH
Long-term credit rating scale	AAA, AA	A	BBB	BB	B	CCC, CC/C, D
Short-term corporate rating scale	A++	A		B, C, D
Axesor SA
Global rating scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, D, E
Banque de France
Global long-term issuer credit ratings scale	3++	3+, 3	4+	4, 5+	5, 6	7, 8, 9, P
BCRA – Credit Rating Agency AD
Bank long-term ratings scale	AAA, AA	A	BBB	BB	B	C, D
Insurance long-term ratings scale	iAAA, iAA	iA	iBBB	iBB	iB	iC, iD
Corporate long-term ratings scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, D
Municipality long-term ratings scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, D
Issue long-term ratings scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, D
Bank short-term ratings scale	A-1+	A-1	A-2, A-3	B, C, D
Corporate short-term ratings scale	A-1+	A-1	A-2, A-3	B, C, D
Municipality short-term ratings scale	A-1+	A-1	A-2, A-3	B, C, D
Issue short-term rating scale	A-1+	A-1	A-2, A-3	B, C, D
Capital Intelligence Ltd
International long-term issuer rating scale	AAA, AA	A	BBB	BB	B	C, RS, SD, D
International long-term issue rating scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, D
International short-term issuer rating scale	A-1+	A-1	A-2, A-3	B, C, D
International short-term issue rating scale	A-1+	A-1	A-2, A-3	B, C, D
Cerved Rating Agency S.p.A.
Corporate long-term rating scale	A1.1, A1.2, A1.3	A2.1, A2.2, A3.1	B1.1, B1.2	B2.1, B2.2	C1.1	C1.2, C2.1
Creditreform Ratings AG
Long-term rating scale	AAA, AA	A	BBB	BB	B	C, D
CRIF S.p.A.
Global long-term rating scale	AAA, AA	A	BBB	BB	B	CCC, D1, D2
Dagong Europe Credit Rating
Long-term credit rating scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, D
Short-term credit rating scale	A-1		A-2, A-3	B, C, D
DBRS Ratings Limited
Long-term obligations rating scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, D
Commercial paper and short-term debt rating scale	R-1 H, R-1 M	R-1 L	R-2, R-3	R-4, R-5, D
Claims paying ability rating scale	IC-1	IC-2	IC-3	IC-4	IC-5	D
Egan-Jones Ratings Co.
Long-term credit rating scale	AAA, AA	A	BBB	BB	B	CCC,CC, C, D
Short-term credit rating scale	A-1+	A-1	A-2	A-3, B, C, D
Euler Hermes Rating GmbH
Global long-term rating scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, SD, D
European Rating Agency, a.s.
Long-term rating scale		AAA, AA, A	BBB	BB	B	CCC, CC, C, D
Short-term rating scale		S1	S2	S3, S4, NS
EuroRating Sp.zo.o.
Global long-term rating scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, D
Fitch Ratings
Long-term issuer credit ratings scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, RD, D
Corporate finance obligations – long-term ratings scale	AAA AA	A	BBB	BB	B	CCC, CC, C
Long-term international IFS ratings scale	AAA, AA	A	BBB	BB	B	CCC, CC, C
Short-term rating scale	F1+	F1	F2, F3	B, C, RD, D
Short-term IFS ratings scale	F1+	F1	F2, F3	B, C
GBB-Rating Gesellschaft für Bonitäts-beurteilung mbH
Global long-term rating scale	AAA, AA		A, BBB	BB	B	CCC, CC, C, D
HR Ratings de México, S.A. de C.V.
Global long-term rating scale	HR AAA(G)/HR AA(G)	HR A(G)	HR BBB(G)	HR BB(G)	HR B(G)	HR C(G)/HR D(G)
Global short-term rating scale	HR+1(G)/HR1(G)	HR2(G)	HR3(G)	HR4(G), HR5(G), HR D(G)
ICAP Group S.A
Global long-term rating scale		AA, A	BB, B	C, D	E, F	G, H
INC Rating Sp. z o.o.
Long-term issuer credit rating scale	AAA, AA	A	BBB	BB	B	CCC,CC, C, D
Japan Credit Rating Agency Ltd
Long-term issuer ratings scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, LD, D
Long-term issue ratings scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, D
Short-term issuer ratings scale	J-1+	J-1	J-2	J-3, NJ, LD, D
Short-term issue credit ratings scale	J-1+	J-1	J-2	J-3, NJ, D
Kroll Bond Rating Agency
Long-term credit rating scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, D
Short-term credit rating scale	K1+	K1	K2, K3	B, C, D
modeFinance S.r.l.
Global long-term rating scale	A1,A2	A3	B1	B2	B3	C1, C2, C3, D
Moody's Investors Service
Global long-term rating scale	Aaa, Aa	A	Baa	Ba	B	Caa, Ca, C
Bond fund rating scale	Aaa-bf, Aa-bf	A-bf	Baa-bf	Ba-bf	B-bf	Caa-bf, Ca-bf, C-bf
Global short-term rating scale	P-1	P-2	P-3	NP
Rating-Agentur Expert RA GmbH
International credit rating scale	AAA, AA	A	BBB	BB	B	CCC,CC, C, D, E
International reliability rating scale	AAA, AA	A	BBB	BB	B	CCC,CC, C, D, E
Scope Ratings AG
Global long-term rating scale	AAA, AA	A	BBB	BB	B	CCC, CC,C, D
Global short-term rating scale	S-1+	S-1	S-2	S-3, S-4
Spread Research
International long-term rating scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, D
Standard & Poor's Ratings Services
Long-term issuer credit ratings scale	AAA, AA	A	BBB	BB	B	CCC, CC, R, SD/D
Long-term issue credit ratings scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, D
Insurer financial strength ratings scale	AAA, AA	A	BBB	BB	B	CCC, CC, SD/D, R
Fund credit quality ratings scale	AAAf, AAf	Af	BBBf	BBf	Bf	CCCf
Mid Market Evaluation ratings scale		MM1	MM2	MM3, MM4	MM5, MM6	MM7, MM8, MMD
Short-term issuer credit ratings scale	A-1+	A-1	A-2, A-3	B, C, R, SD/D
Short-term issue credit ratings scale	A-1+	A-1	A-2, A-3	B, C, D
The Economist Intelligence Unit Ltd
Sovereign rating band scale	AAA, AA	A	BBB	BB	B	CCC, CC, C, D

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