Capital Requirements Regulation (CRR) > PART THREE > TITLE II > CHAPTER 5 > Section 3 > Subsection 3 > Article 262
Title:
Article 262
Description:
Treatment of STS securitisations under the SEC-SA
Main content:
Under the SEC-SA the risk weight for a position in an STS securitisation shall be calculated in accordance with Article 261, subject to the following modifications:
risk-weight floor for senior securitisation positions = 10 %
