Where credit protection is obtained on a securitisation position, the calculation of risk-weighted exposure amounts may be amended in accordance with Chapter 4.
◷
New version applies from 01/01/2019 — introduced by Regulation (EU) 2017/2401.
63 provisions change.
Later versions: 26/04/2019, 27/06/2019, 25/12/2019, 27/06/2020, 28/12/2020, 29/06/2021, 30/09/2021, 10/04/2022, 08/07/2022, 01/01/2023, 28/06/2023, 09/01/2024, 09/07/2024, 01/01/2025, 29/06/2025, 01/01/2026, 26/06/2026, 01/01/2027.
Article 257 changes in this version: compare with the current text.
Article 257 - Credit risk mitigation for securitisation positions subject to the Standardised Approach
‹
›
Article 257
Credit risk mitigation for securitisation positions subject to the Standardised Approach