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Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 Text with EEA relevance article 494c CELEX: 02013R0575-20250629 Grandfathering of senior securitisation positions
By way of derogation from Article 270, an originator institution may calculate the risk-weighted exposure amounts of a senior securitisation position in accordance with Article 260, 262 or 264 where both the following conditions are met: (a) the securitisation was issued before 9 April 2021; (b) the securitisation met, on 8 April 2021, the conditions laid down in Article 270 as applicable at that date. |