BANK 4.3.7A Multiple assessments
(1) If there is only 1 assessment by an ECRA for a particular claim or asset, that assessment must be used to determine the risk-weight of the claim or asset.
(2) If there are 2 assessments by ECRAs and the assessments map into different risk weights, the higher risk-weight must be applied.
(3) If there are 3 or more assessments with different risk weights, the assessments corresponding to the 2 lowest risk-weights should be referred to, and the higher of those 2 risk-weights must be applied.
|Inserted by QFCRA RM/2015-3 (as from 1st January 2016).|