Division 2.5 Additional capital requirements for securitisations of revolving exposures with early amortisation provisionsF1

United Kingdom Repealed

1. 16Division 16
2. 17Division 17
3. 18Division 18
4. 19For the purposes of point 16 to 31, ‘originator's interest’ means the exposure value of that notional Part of a pool of drawn amounts sold into a securitisation, the proportion of which in relation to the amount of the total pool sold into the structure determines the proportion of the cash flows generated by principal and interest collections and other associated amounts which are not available to make payments to those having securitisation positions in the securitisation.
5. 20Division 20
6. 2.5.1Exemptions from early amortisation treatment
7. 2.5.2Maximum capital requirement
8. 2.5.3Calculation of risk-weighted exposure amounts