anx_IX__cpt_2__cpt_1__point_1__text_1
The originator credit institution of a traditional securitisation may exclude securitised exposures from the calculation of risk‐weighted exposure amounts and expected loss amounts if significant credit risk associated with the securitised exposures has been transferred to third parties and the transfer complies with the following conditions:
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Source: EUR-Lex (Cellar) · retrieved 2026-10-09 · Text as adopted (Official Journal); later amendments are not incorporated in this text.