anx_I__point_4__point_b__point_vi__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 4 Credit Quality Step Securitisation Positions Re-securitisation Positions Credit assessments other than short term Short term credit assessments A B C D E 1 1 7 % 12 % 20 % 20 % 30 % 2 8 % 15 % 25 % 25 % 40 % 3 10 % 18 % 35 % 35 % 50 % 4 2 12 % 20 % 40 % 65 % 5 20 % 35 % 60 % 100 % 6 35 % 50 % 100 % 150 % 7 3 60 % 75 % 150 % 225 % 8 100 % 200 % 350 % 9 250 % 300 % 500 % 10 425 % 500 % 650 % 11 650 % 750 % 850 % all other and unrated 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.