+Subsection 3 Own funds requirements for the default risk for securitisations included in the ACTP
---+Article 325ab Scope
---+Article 325ac Jump-to-default amounts for the ACTP
------+Article 325ac 1.
------+Article 325ac 2.
------+Article 325ac 3.
------+Article 325ac 4.
---+Article 325ad Calculation of the own funds requirements for the default risk for the ACTP
------+Article 325ad 1.
------+Article 325ad 2.
------+Article 325ad 3.
------+Article 325ad 4.

Subsection 3 Own funds requirements for the default risk for securitisations included in the ACTP

Subsection 3 Own funds requirements for the default risk for securitisations included in the ACTP

1. Overview

,
Article 325ab Scope

Article 325ab

Scope

1.  
For the ACTP, the own funds requirements shall include the default risk for securitisation exposures and for non-securitisation hedges. Those hedges shall be removed from the default risk calculations for non-securitisation. There shall be no diversification benefit between the own funds requirements for the default risk for non-securitisations, the own funds requirements for the default risk for securitisations not included in the ACTP and own funds requirements for the default risk for securitisations included in the ACTP.

▼M17 —————

▼M8

Article 325ac Jump-to-default amounts for the ACTP
Article 325ad Calculation of the own funds requirements for the default risk for the ACTP

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
  • Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
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