anx_IX__cpt_2__cpt_3__cpt_1__point_7__text_1

Directive 2006/48/EC of the European Parliament and of the Council of 14 June 2006 relating to the taking up and pursuit of the business of credit institutions (recast) (Text with EEA relevance) · European Union

An originator credit institution shall ignore any maturity mismatch in calculating risk‐weighted exposure amounts for tranches appearing pursuant to Part 4 with a risk weighting of 1250 %. For all other tranches, the maturity mismatch treatment set out in Annex VIII shall be applied in accordance with the following formula:

← 7. · All articles · anx_IX__cpt_2__cpt_3__cpt_1__point_7__text_2 →

Source: EUR-Lex (Cellar) · retrieved 2026-10-09 · Text as adopted (Official Journal); later amendments are not incorporated in this text.