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To access the FCA Handbook Archive choose a date between 1 January 2001 and 31 December 2004.

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Article 2 Mapping tables under the ratings-based method

The correspondence of the rating categories of each ECAI for securitisation positions subject to the IRB approach with the credit quality steps set out in Table 4 of Article 261(1) of Regulation (EU) No 575/2013 is that set out in Annex II to this Regulation.