2. — Directive 2006/48/EC of the European Parliament and of the Council of 14 June…

2.

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

Where paragraph 1 applies, the originator credit institution shall calculate the risk‐weighted exposure amounts prescribed in Annex IX for the positions that it may hold in the securitisation. Where the originator credit institution fails to transfer significant credit risk in accordance with paragraph 1, it need not calculate risk-weighted exposure amounts for any positions it may have in the securitisation in question.

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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.