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Capital Requirements Regulation (CRR)
Article 262

Article 262 - Treatment of STS securitisations under the SEC-SA

Status
In force
Selected consolidated version from
30/09/2021
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Article 262

Treatment of STS securitisations under the SEC-SA

Under the SEC-SA the risk weight for a position in an STS securitisation shall be calculated in accordance with Article 261, subject to the following modifications:

risk-weight floor for senior securitisation positions = 10 %
p = 0,5

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