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 \left[ 0.3, 0.5 \left( A + B \left(\frac{1}{N}\right) + C K_{\mathrm{IRB}} + D \mathrm{LGD} + E M_{\mathrm{T}} \right) \right]