Article 243 › 1

The originator institution of a traditional securitisation may exclude securitised exposures from the calculation of risk-weighted exposure amounts and expected loss amounts if either of the following conditions is fulfilled: (a) significant credit risk associated with the securitised exposures is considered to have been transferred to third parties; (b) the originator institution applies a 1 250 % risk weight to all securitisation positions it holds in this securitisation or deducts these securitisation positions from Common Equity Tier 1 items in accordance with Article 36(1)(k).

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Source: EUR-Lex CELLAR · retrieved 2026-09-04