+Section 3 Calculation of risk-weighted exposure amounts
---+Subsection 1 General Provisions
------+Article 247 Calculation of risk-weighted exposure amounts
---------+Article 247 1.
---------+Article 247 2.
---------+Article 247 3.
---------+Article 247 4.
---------+Article 247 5.
---------+Article 247 6.
------+Article 248 Exposure value
---------+Article 248 1.
---------+Article 248 2.
---------+Article 248 3.
---------+Article 248 4.
------+Article 249 Recognition of credit risk mitigation for securitisation positions
---------+Article 249 1.
---------+Article 249 2.
---------+Article 249 3.
---------+Article 249 4.
---------+Article 249 5.
---------+Article 249 6.
---------+Article 249 7.
---------+Article 249 8.
---------+Article 249 9.
---------+Article 249 10.
------+Article 250 Implicit support
---------+Article 250 1.
---------+Article 250 2.
---------+Article 250 3.
---------+Article 250 4.
---------+Article 250 5.
------+Article 251 Originator institutions’ calculation of risk-weighted exposure amounts securitised in a synthetic securitisation
---------+Article 251 1.
---------+Article 251 2.
------+Article 252 Treatment of maturity mismatches in synthetic securitisations
------+Article 253 Reduction in risk-weighted exposure amounts
---------+Article 253 1.
---------+Article 253 2.
---+Subsection 2 Hierarchy of methods and common parameters
------+Article 254 Hierarchy of methods
---------+Article 254 1.
---------+Article 254 2.
---------+Article 254 3.
---------+Article 254 4.
---------+Article 254 5.
---------+Article 254 6.
---------+Article 254 7.
---------+Article 254 8.
------+Article 255 Determination of KIRBand KSA
---------+Article 255 1.
---------+Article 255 2.
---------+Article 255 3.
---------+Article 255 4.
---------+Article 255 5.
---------+Article 255 6.
---------+Article 255 7.
---------+Article 255 8.
---------+Article 255 9.
------+Article 256 Determination of attachment point (A) and detachment point (D)
---------+Article 256 1.
---------+Article 256 2.
---------+Article 256 3.
---------+Article 256 4.
---------+Article 256 5.
---------+Article 256 6.
------+Article 257 Determination of tranche maturity (MT)
---------+Article 257 1.
---------+Article 257 2.
---------+Article 257 3.
---------+Article 257 4.
---+Subsection 3 Methods to calculate risk-weighted exposure amounts
------+Article 258 Conditions for the use of the Internal Ratings Based Approach (SEC-IRBA)
---------+Article 258 1.
---------+Article 258 2.
------+Article 259 Calculation of risk-weighted exposure amounts under the SEC-IRBA
---------+Article 259 1.
---------+Article 259 2.
---------+Article 259 3.
---------+Article 259 4.
---------+Article 259 5.
---------+Article 259 6.
---------+Article 259 7.
---------+Article 259 8.
------+Article 260 Treatment of STS securitisations under the SEC-IRBA
------+Article 261 Calculation of risk-weighted exposure amounts under the Standardised Approach (SEC-SA)
---------+Article 261 1.
---------+Article 261 2.
---------+Article 261 3.
------+Article 262 Treatment of STS securitisations under the SEC-SA
------+Article 263 Calculation of risk-weighted exposure amounts under the External Ratings Based Approach (SEC-ERBA)
---------+Article 263 1.
---------+Article 263 2.
---------+Article 263 3.
---------+Article 263 4.
---------+Article 263 5.
---------+Article 263 6.
---------+Article 263 7.
---------+Article 263 8.
------+Article 264 Treatment of STS securitisations under the SEC-ERBA
---------+Article 264 1.
---------+Article 264 2.
---------+Article 264 3.
------+Article 265 Scope and operational requirements for the Internal Assessment Approach
---------+Article 265 1.
---------+Article 265 2.
---------+Article 265 3.
---------+Article 265 4.
------+Article 266 Calculation of risk-weighted exposure amounts under the Internal Assessment Approach
---------+Article 266 1.
---------+Article 266 2.
---+Subsection 4 Caps for securitisation positions
------+Article 267 Maximum risk weight for senior securitisation positions: look-through approach
---------+Article 267 1.
---------+Article 267 2.
---------+Article 267 3.
---------+Article 267 4.
------+Article 268 Maximum capital requirements
---------+Article 268 1.
---------+Article 268 2.
---------+Article 268 3.
---------+Article 268 4.
---+Subsection 5 Miscellaneous provisions
------+Article 269 Re-securitisations
---------+Article 269 1.
---------+Article 269 2.
---------+Article 269 3.
---------+Article 269 4.
------+Article 269a Treatment of non-performing exposures (NPE) securitisations
---------+Article 269a 1.
---------+Article 269a 2.
---------+Article 269a 3.
---------+Article 269a 4.
---------+Article 269a 5.
---------+Article 269a 6.
---------+Article 269a 7.
------+Article 270 Senior positions in STS on-balance sheet securitisations
---------+Article 270 1.
---------+Article 270 2.
---------+Article 270 3.
---------+Article 270 4.
------+Article 270a Additional risk weight
---------+Article 270a 1.
---------+Article 270a 2.

Section 3 Calculation of risk-weighted exposure amounts

Section 3 Calculation of risk-weighted exposure amounts

1. Overview

,
Subsection 1 General Provisions Subsection 1 General Provisions
Subsection 2 Hierarchy of methods and common parameters Subsection 2 Hierarchy of methods and common parameters
Subsection 3 Methods to calculate risk-weighted exposure amounts Subsection 3 Methods to calculate risk-weighted exposure amounts
Subsection 4 Caps for securitisation positions Subsection 4 Caps for securitisation positions
Subsection 5 Miscellaneous provisions Subsection 5 Miscellaneous provisions

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
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