Article 262

Path:
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 %

p = 0,5