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+Article 250 5. |
Article 250 5.If an originator institution or a sponsor institution fails to comply with paragraph 1 in respect of a securitisation, the institution shall include all of the underlying exposures of that securitisation in its calculation of risk-weighted exposure amounts as if they had not been securitised and disclose:
(a)
that it has provided support to the securitisation in breach of paragraph 1; and
(b)
the impact of the support provided in terms of own funds requirements. 1. Overview
1.1 References1.2 Identified Requirements1.3 Related Standards2. Identified Requirements
3. Related Standards
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