anx_I__point_4__point_b__point_iii__text_2

Directive 2010/76/EU of the European Parliament and of the Council of 24 November 2010 amending Directives 2006/48/EC and 2006/49/EC as regards capital requirements for the trading book and for re-securitisations, and the supervisory review of remuneration policies Text with EEA relevance · European Union

‘Table 1 Credit Quality Step 1 2 3 4 (only for credit assessments other than short-term credit assessments) all other credit quality steps Securitisation positions 20 % 50 % 100 % 350 % 1250 % Re-securitisation positions 40 % 100 % 225 % 650 % 1250 %’

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Source: EUR-Lex (Cellar) · retrieved 2026-10-13 · Text as adopted (Official Journal); later amendments are not incorporated in this text.