F1ANNEX IXSECURITISATION

Annotations:

F1PART 4Calculation

F13.CALCULATION OF RISK-WEIGHTED EXPOSURE AMOUNTS UNDER THE INTERNAL RATINGS BASED APPROACH

F13.7.Additional capital requirements for securitisations of revolving exposures with early amortisation provisions

F170.For the purposes of these provisions, ‘originators interest’ shall be the sum of:

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