Under the SEC-SA the risk weight for a position in an STS securitisation shall be calculated in accordance with Article 261, subject to the following modifications:
risk-weight floor for senior securitisation positions = 10 %
p = 0,5
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New version applies from 25/12/2019 — introduced by IFR Regulation.
142 provisions change.
Later versions: 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 262 changes in this version: compare with the current text.