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| | Section 1 Definitions and criteria for simple, transparent and standardised securitisations (arts. 242-243) |
Amended | Article 242 Definitions |
Amended | Article 243 Criteria for STS securitisations qualifying for differentiated capital treatment |
| | Section 2 Recognition of significant risk transfer (arts. 244-246) |
Amended | Article 244 Traditional securitisation |
Amended | Article 245 Synthetic securitisation |
Amended | Article 246 Operational requirements for early amortisation provisions |
| | Section 3 Calculation of risk-weighted exposure amounts (arts. 247-270a) |
| | Sub-section 1 General Provisions (arts. 247-253) |
Amended | Article 247 Calculation of risk-weighted exposure amounts |
Amended | Article 248 Exposure value |
Amended | Article 249 Recognition of credit risk mitigation for securitisation positions |
Amended | Article 250 Implicit support |
Amended | Article 251 Originator institutions' calculation of risk-weighted exposure amounts securitised in a synthetic securitisation |
Amended | Article 252 Treatment of maturity mismatches in synthetic securitisations |
Amended | Article 253 Reduction in risk-weighted exposure amounts |
| | Sub-section 2 Hierarchy of methods and common parameters (arts. 254-257) |
Amended | Article 254 Hierarchy of methods |
Amended | Article 255 Determination of KIRB and KSA |
Amended | Article 256 Determination of attachment point (A) and detachment point (D) |
Amended | Article 257 Determination of tranche maturity (MT) |
| | Sub-section 3 Methods to calculate risk-weighted exposure amounts (arts. 258-266) |
Amended | Article 258 Conditions for the use of the Internal Ratings Based Approach (SEC-IRBA) |
Amended | Article 259 Hierarchy of methods |
Amended | Article 260 Treatment of STS securitisations under the SEC-IRBA |
Amended | Article 261 Calculation of risk-weighted exposure amounts under the Standardised Approach (SEC-SA) |
Amended | Article 262 Treatment of STS securitisations under the SEC-SA |
Amended | Article 263 Calculation of risk-weighted exposure amounts under the External Ratings Based Approach (SEC-ERBA) |
Amended | Article 264 Treatment of STS securitisations under the SEC-ERBA |
Amended | Article 265 Scope and operational requirements for the Internal Assessment Approach |
Amended | Article 266 Calculation of risk-weighted exposure amounts under the Internal Assessment Approach |
| | Sub-section 4 Caps for securitisation positions (arts. 267-268) |
Amended | Article 267 Use of Credit Assessments by ECAIs |
Amended | Article 268 Requirements to be met by the credit assessments of ECAIs |
| | Sub-section 5 Miscellaneous provisions (arts. 269-270a) |
Amended | Article 269 Re-securitisations |
Amended | Article 270 Senior positions in SME securitisations |
Inserted | Article 270a Additional risk weight. |
| | Section 4 External credit assessments (arts. 270b-270e) |
Inserted | Article 270b Use of credit assessments by ECAIs. |
Inserted | Article 270c Requirements to be met by the credit assessments of ECAIs |
Inserted | Article 270d Use of credit assessments. |
Inserted | Article 270e Securitisation mapping. |
