Updated 22/11/2024
In force since 15/07/2024

Initial Legal Act
References (3)
eba.europa.eu/regulatory-technical-standards-calculation-kirb-accordance-purchased-receivables-approach
25/06/2024
Delegated Regulation 2024/1780 published in OJ
08/04/2019
EBA/RTS/2019/01
Final Draft published
19/06/2018
EBA/CP/2018/10
Consultation published
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CRR ToolDelegated Regulation 2024/1780

Delegated Regulation 2024/1780

Commission Delegated Regulation (EU) 2024/1780 of 13 March 2024 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the conditions under which institutions are allowed to calculate KIRB in relation to the underlying exposures of a securitisation transaction

RecitalsArticle 1 - Subject matterArticle 2 - DefinitionsArticle 3 - Common provisionsArticle 4 - Conditions for calculating KIRB using KIRB-specific rating systemsArticle 5 - Conditions under which institutions may calculate KIRB using a rating system that has been approved for the use for own-originated exposuresArticle 6 - Prior experience when calculating KIRBArticle 7 - Requirements for qualifying securitised exposuresArticle 8 - General conditions for risk differentiationArticle 9 - Eligibility for the retail treatment of non-retail qualifying securitised exposuresArticle 10 - Eligibility for the retail treatment of retail qualifying securitised exposuresArticle 11 - Determination of relationship between parties, arm’s-length and connected clientsArticle 12 - Calculation of risk-weighted exposure amounts for credit risk of qualifying securitised exposuresArticle 13 - Requirements on data and primary dataArticle 14 - Use of proxy dataArticle 15 - Use of data that are not consistent with the definition of default as referred to in Article 178(1) of Regulation (EU) No 575/2013Article 16 - Entry into force