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Capital Requirements Regulation (CRR)
Article 260

Article 260 - Treatment of STS securitisations under the SEC-IRBA

Status
In force
Selected consolidated version from
30/09/2021
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Article 260

Treatment of STS securitisations under the SEC-IRBA

Under the SEC-IRBA, the risk weight for a position in an STS securitisation shall be calculated in accordance with Article 259, subject to the following modifications:

risk-weight floor for senior securitisation positions = 10 %

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