Article 193 › 6
CRR
When an institution calculating risk-weighted exposure amounts under the Standardised Approach covers a single exposure with credit protection provided by a single protection provider and that protection has differing maturities, it shall do both of the following: (a) subdivide the exposure into parts covered by each credit risk mitigation tool; (b) calculate the risk-weighted exposure amount for each part obtained in point (a) separately in accordance with the provisions of Chapter 2 and this Chapter.
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Source: EUR-Lex CELLAR · retrieved 2026-09-04