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By way of derogation from Article 92(5), point (a)(iii) or (b)(ii), and without prejudice to the derogation set out in Article 92(3), second subparagraph, for exposures that are risk weighted using the SEC-IRBA or the Internal Assessment Approach in accordance with Article 92(4), where the part of the standardised total risk-weighted exposure amount for credit risk, dilution risk, counterparty credit risk or for market risk arising from the trading book business is calculated using the SEC-SA in accordance with Article 261 or 262, institutions shall, until 31 December 2032, apply the following factor p: (a) p = 0,25 for a position in a securitisation to which Article 262 applies; (b) p = 0,5 for a position in a securitisation to which Article 261 applies.’

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