Date-stamp loading

Section 3 Calculation of risk-weighted exposure amounts (arts. 247-270a)

Comparing proposed amendment...
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 Calculation of risk-weighted exposure amounts under the SEC-IRBA
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 Maximum risk weight for senior securitisation positions: look-through approach
Amended
Article 268 Maximum capital requirements
Sub-section 5 Miscellaneous provisions (arts. 269-270a)
Amended
Article 269 Re-securitisations
Inserted
Article 269a Treatment of non-performing exposures (NPE) securitisations
Amended
Article 270 Senior positions in STS on-balance sheet securitisations
Inserted
Article 270a Additional risk weight.