Updated 15/07/2024
In force

Version from: 09/01/2024
Amendments (1)
There is currently no Level 2 legal act based on or specifying Article 260.
Search within this legal act

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

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 %

image