Article 1 | Delegated Regulation 2024/1780

Updated 23/11/2024

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Article 1 - Subject matter

Article 1

Subject matter

This Regulation further specifies the conditions under which institutions may calculate KIRB in relation to the underlying exposures of a securitisation pursuant to Article 255(4) of Regulation (EU) No 575/2013.

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

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Article 1 - Subject matter

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