PART THREE CAPITAL REQUIREMENTS

TITLE II CAPITAL REQUIREMENTS FOR CREDIT RISK

CHAPTER 5 Securitisation

Section 3 Calculation of the risk weighted exposure amounts

Sub-Section 3 Calculation of risk-weighted exposure amounts under the Standardised Approach

Article 257 Credit risk mitigation for securitisation positions subject to the Standardised Approach

Where credit protection is obtained on a securitisation position, the calculation of risk-weighted exposure amounts may be amended in accordance with Chapter 4.