+Artikel 269 Wiederverbriefungen
---+Article 269 1.
---+Article 269 2.
---+Article 269 3.
---+Article 269 4.
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Artikel 269 Wiederverbriefungen
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1. Übersicht
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Regulierung |
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Article 269 1.
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For a position in a re-securitisation, institutions shall apply the SEC-SA in accordance with Article 261, with the following changes:
(a)
W = 0 for any exposure to a securitisation tranche within the pool of underlying exposures;
(c)
the resulting risk weight shall be subject to a risk-weight floor of 100 %.
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Article 269 2.
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KSA for the underlying securitisation exposures shall be calculated in accordance with Subsection 2.
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Article 269 3.
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The maximum capital requirements set out in Subsection 4 shall not be applied to re-securitisation positions.
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Article 269 4.
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Where the pool of underlying exposures consists of a mix of securitisation tranches and other types of assets, the KA parameter shall be determined as the nominal exposure weighted-average of the KA calculated individually for each subset of exposures.
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1.1 Referenzen
1.2 Identifizierte Anforderungen
1.3 Zugehörige Standards
2. Identifizierte Anforderungen
Anforderungen
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Anforderung |
3. Zugehörige Standards
Standards
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Anforderung |
- Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
- EULAW -
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