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anx_IX__cpt_4__cpt_3__cpt_8__point_74__text_1

As provided in Article 66(2), in respect of a securitisation position in respect of which a 1250 % risk weight applies, credit institutions may, as an alternative to including the position in their calculation of risk-weighted exposure amounts, deduct from own funds the exposure value of the position.

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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.