ANNEX IISupplementary provisions
ANNEX II Mapping table under the ratings-based method as referred to in Article 2 Credit quality step 1 2 3 4 5 6 7 8 9 10 11 All other ARC Ratings SA Medium and Long-Term Issues AAA SF AA+ SF to AA- SF A+ SF A SF A- SF BBB+ SF BBB SF BBB- SF BB+ SF BB SF BB- SF Below BB- SF Short-Term Issues A-1+ SF , A-1 SF A-2 SF A-3 SF Below A-3 SF Axesor SA Structured finance rating scale AAA (sf) AA+ (sf) to AA- (sf) A+ (sf) A (sf) A- (sf) BBB+ (sf) BBB (sf) BBB- (sf) BB+ (sf) BB (sf) BB- (sf) Below BB- (sf) Creditreform Ratings AG Long-term rating scale AAA sf AA+ sf to AA- sf A+ sf A sf A- sf BBB+ sf BBB sf BBB- sf BB+ sf BB sf BB- sf Below BB- sf DBRS Ratings Limited Long-term obligations rating scale AAA (sf) AA (high) (sf) to AA (low) (sf) A (high) (sf) A (sf) A (low) (sf) BBB (high) (sf) BBB (sf) BBB (low) (sf) BB (high) (sf) BB (sf) BB (low) (sf) Below BB (low) (sf) Commercial paper and short-term debt rating scale R-1 (high) (sf) to R-1 (low) (sf) R-2 (high) (sf) to R-2 (low) (sf) R-3 (sf) Below R-3 (sf) FERI EuroRating Services AG Rating scale AAA sf AA+ sf to AA- sf A+ sf A sf A- sf BBB+ sf BBB sf BBB- sf BB+ sf BB sf BB- sf Below BB- sf Fitch Ratings Long-term issuer credit ratings scale AAAsf AA+sf to AA-sf A+sf Asf A-sf BBB+sf BBBsf BBB-sf BB+sf BBsf BB-sf Below BB-sf Short-term rating scale F1+sf, F1sf F2sf F3sf Below Bsf Japan Credit Rating Agency Ltd Long-term issuer ratings scale AAA AA+ to AA- A+ A A- BBB+ BBB BBB- BB+ BB BB- Below BB- Short-term issuer ratings scale J-1+, J-1 J-2 J-3 Below J-3 Kroll Bond Rating Agency Long-Term Credit AAA (sf) AA+ (sf) to AA- (sf) A+ (sf) A (sf) A- (sf) BBB+ (sf) BBB (sf) BBB- (sf) BB+ (sf) BB (sf) BB- (sf) Below BB- (sf) Short-Term Credit K1+ (sf), K1 (sf) K2 (sf) K3 (sf) Below K3 (sf) Moody's Investors Service Global long-term rating scale Aaa(sf) Aa1(sf) to Aa3(sf) A1(sf) A2(sf) A3(sf) Baa1(sf) Baa2(sf) Baa3(sf) Ba1(sf) Ba2(sf) Ba3(sf) Below Ba3(sf) Global short-term rating scale P-1(sf) P-2(sf) P-3(sf) NP(sf) Standard & Poor's Ratings Services Long-term issuer credit ratings scale AAA (sf) AA+ (sf) to AA- (sf) A+ (sf) A (sf) A- (sf) BBB+ (sf) BBB (sf) BBB- (sf) BB+ (sf) BB (sf) BB- (sf) Below BB- (sf) Short-term issuer credit ratings scale A-1+ (sf), A-1 (sf) A-2 (sf) A-3 (sf) Below A-3 (sf) Scope Rating AG Global long-term rating scale AAA SF AA+ SF to AA- SF A+ SF A SF A- SF BBB+ SF BBB SF BBB- SF BB+ SF BB SF BB- SF Below BB- SF Global short-term rating scale S-1+ SF , S-1 SF S-2 SF S-3 SF S-4 SF