Directive 2006/48/EC of the European Parliament and of the Council of 14 June 2006 relating to the taking up and pursuit of the business of credit institutions (recast) (Text with EEA relevance) (repealed) (c. 48)

ANNEX VII U.K. INTERNAL RATINGS BASED APPROACH

PART 4 U.K. Minimum requirements for IRB Approach

2. RISK QUANTIFICATION U.K.

2.2. Overall requirements for estimation U.K.

2.2.4. Minimum requirements for assessing the effect of guarantees and credit derivatives U.K.

Eligible guarantors and guarantees U.K.

99. For recognised guarantors the same rules as for obligors as set out in points 17 to 29 shall apply. U.K.