Article 252
For an originator institution or sponsor institution, the risk-weighted exposure amounts calculated in respect of its securitisation positions in any one securitisation may be limited to the risk-weighted exposure amounts which would currently be calculated for the securitised exposures had they not been securitised subject to the presumed application of a 150 % risk weight to the following:
|
(a) |
all items currently in default; |
|
(b) |
all items associated with particularly high risk in accordance with Article 128 amongst the securitised exposures. |