F1ANNEX IXSECURITISATION
Annotations:
Amendments (Textual)
F1PART 4Calculation
F13.CALCULATION OF RISK-WEIGHTED EXPOSURE AMOUNTS UNDER THE INTERNAL RATINGS BASED APPROACH
F13.6.Recognition of credit risk mitigation in respect of securitisation positions
F13.6.3.Calculation of capital requirements for securitisation positions with credit risk mitigation
Supervisory Formula Method — full credit protection
F163.
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Repealed by Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential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).