6.

Subject to point 8, the risk-weighted exposure amount of a rated securitisation position shall be calculated by applying to the exposure value the risk weight associated with the credit quality step with which the credit assessment has been determined to be associated by the competent authorities in accordance with Article 98 as laid down in Tables 1 and 2. Table 1 Positions other than ones with short-term credit assessments Credit quality step 1 2 3 4 5 and below Risk weight 20 % 50 % 100 % 350 % 1250 % Table 2 Positions with short-term credit assessments Credit quality step 1 2 3 All other credit assessments Risk weight 20 % 50 % 100 % 1250 %

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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.