+Article 269 1.

Article 269 1.

For a position in a re-securitisation, institutions shall apply the SEC-SA in accordance with Article 261, with the following changes:

(a) 

W = 0 for any exposure to a securitisation tranche within the pool of underlying exposures;

(b) 

p = 1,5;

(c) 

the resulting risk weight shall be subject to a risk-weight floor of 100 %.

1. Prezentare generală

,

1.1 Referințe

1.2 Cerințe identificate

1.3 Standarde asociate

2. Cerințe identificate

Cerințe

3. Standarde asociate

Standarde