Article 244 › 1

An originator institution of a synthetic securitisation may calculate risk-weighted exposure amounts, and, as relevant, expected loss amounts, for the securitised exposures in accordance with Article 249, if either of the following is met: (a) significant credit risk is considered to have been transferred to third parties either through funded or unfunded credit protection; (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