EBA · 2022_6448 Rejected question

Query – Article 262 of CRR

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
262, para. -
Topic
Securitisation and Covered Bonds
Submitted by
Credit institution
Submitted
2022-05-12
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Question

With respect to Article 262 of Regulation (EU) 575/2013 as amended by Regulation (EU) 2017/2401, we would like to ask whether an institution which calculates risk-weighted exposure amounts under the Standardised Approach (SEC-SA) of Article 261, should apply p=0.5 in all securitisation positions (junior, mezzanine and senior) or such p value should only be applied in the senior securitisation position.

Background

Article 262 of CRR
No answer published yet.

Original source: European Banking Authority, Q&A ID 2022_6448

This Q&A is published by European Banking Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.

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