1. Fulfilment of the conditions laid down in points (a) or (b) of either of the Articles 243(2) or …

Fulfilment of the conditions laid down in points (a) or (b) of either of the Articles 243(2) or 244(2) of Regulation (EU) No 575/2013 entitles the originator institution of a traditional securitisation to exclude the respective securitised exposures from the calculation of risk-weighted exposure amounts and, as relevant, expected loss amounts, and entitles the originator institution of a synthetic securitisation to calculate the risk-weighted exposure amounts, and, as relevant, expected loss amounts, for the securitised exposures in accordance with Article 249 of Regulation (EU) No 575/2013, unless the competent authority decides on case-by-case basis that significant credit risk shall not be considered to have been transferred to third parties or any of the conditions according to Articles 243(5) or 244(5) of Regulation (EU) No 575/2013 are not satisfied with regard to this securitisation.

1. Overview

1.1 References

• Article 243 2.
• Article 244 2.
• Article 249 Recognition of credit risk mitigation for securitisation positions
• Article 243 Criteria for STS securitisations qualifying for differentiated capital treatment
• Article 244 5.

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA -

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