24. Regarding the factor contemplated in point (e) of Article 248(1) of Regulation (EU) No 575/2013 …

Regarding the factor contemplated in point (e) of Article 248(1) of Regulation (EU) No 575/2013 (the impact of support on the losses expected to be incurred by the originator relative to investors), it should be considered whether the expected losses of a securitisation position are materially increased or reduced, having regard, among other things, to changes in the market price of the position, in the risk-weighted exposure amounts and in the ratings of securitisation positions.

1. Overview

1.1 References

• Article 248 1.

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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