Method to be used under Basel II to measure credit risk. – See Rating, internal. – Cf. Deutsche Bundesbank Monthly Report of September 2004, p. 78 et seq. (detailed explanation), ECB Monthly Report of January 2005, p. 53 et seq., BaFin Annual Report 2004, p. 97 et seq. (results of a survey on the application) as well as the respective BaFin Annual Report, Deutsche Bundesbank Monthly Report of April 2006, p. 37 et seq. (rating for central bank eligible collateral).
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