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FINREP 4.4validation

Releases (DPM and templates)

Annex V text editions

What's new FINREP 4.2.1 → 4.4

A release is the EBA package of templates and rules. A variant is an alternative set of templates inside a release (IFRS 18 replaces some IAS 1 templates). Annex V editions are versions of the instruction text.

CRR — Regulation (EU) No 575/2013 on prudential requirements for credit institutions (Capital Requirements Regulation) · version 2026-06-26 · CELEX 32013R0575 · consolidated text, no legal effect (EUR-Lex)

CRR › Article 269

Article 269 Re-securitisations

official text, verbatim

1

For a position in a re-securitisation, institutions shall apply the SEC-SA in accordance with Article 261, with the following changes:

1(a)

W = 0 for any exposure to a securitisation tranche within the pool of underlying exposures;

1(b)

p = 1,5;

1(c)

the resulting risk weight shall be subject to a risk-weight floor of 100 %.

2

KSA for the underlying securitisation exposures shall be calculated in accordance with Subsection 2.

3

The maximum capital requirements set out in Subsection 4 shall not be applied to re-securitisation positions.

4

Where the pool of underlying exposures consists of a mix of securitisation tranches and other types of assets, the KA parameter shall be determined as the nominal exposure weighted-average of the KA calculated individually for each subset of exposures.