F1ANNEX IXSECURITISATION
Annotations:
Amendments (Textual)
F1PART 4Calculation
F12.CALCULATION OF RISK-WEIGHTED EXPOSURE AMOUNTS UNDER THE STANDARDISED APPROACH
F12.4.Treatment of unrated liquidity facilities
F12.4.1.Eligible liquidity facilities
F113.When the following conditions are met, to determine its exposure value a conversion figure of 50 % may be applied to the nominal amount of a liquidity facility:
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F12.4.2.Liquidity facilities that may be drawn only in the event of a general market disruption
F114.
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F12.4.3.Cash advance facilities
F115.
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Repealed by Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 2006/48/EC and 2006/49/EC (Text with EEA relevance).