Article 245 › 1
CRR
Where an originator institution has transferred significant credit risk associated with securitised exposures in accordance with Section 2, that institution may: (a) in the case of a traditional securitisation, exclude from its calculation of risk-weighted exposure amounts, and, as relevant, expected loss amounts, the exposures which it has securitised; (b) in the case of a synthetic securitisation, calculate risk-weighted exposure amounts, and, as relevant, expected loss amounts, in respect of the securitised exposures in accordance with Articles 249 and 250.
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Source: EUR-Lex CELLAR · retrieved 2026-09-04