Under the SEC-IRBA, the risk weight for a position in an STS securitisation shall be calculated in accordance with Article 259, subject to the following modifications:
risk-weight floor for senior securitisation positions = 10 %
p = \max [0.3, 0.5 (A + B (1/N) + C K_{\mathrm{IRB}} + D \mathrm{LGD} + E M_{\mathrm{T}})]