lexiara

Article 246 › 3

CRR

Where Article 268(c) applies to positions in the ABCP, the institution may, use the risk-weight assigned to a liquidity facility in order to calculate the risk-weighted exposure amount for the ABCP provided that 100 % of the ABCP issued by the programme is covered by this or other liquidity facilities and all of those liquidity facilities rank pari passu with the ABCP so that they form overlapping positions. The institution shall notify to the competent authorities the use it makes of that treatment.

· All articles ·

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