Updated 21/06/2024
In force

Version from: 09/01/2024
Amendments (1)
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Article 262 - Treatment of STS securitisations under the SEC-SA

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