# 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 260: Treatment of STS securitisations under the SEC-IRBA

Extent: E+W+S+N.I.

Under the SEC-IRBA, the risk weight for a position in an STS securitisation shall be calculated in accordance with Article 259, subject to the following modifications:
risk-weight floor for senior securitisation positions = 10 %
p = max 0,3; 0,5 · A + B · 1 ∕ N + C · K IRB + D · LGD + E · M T

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Source: https://www.legislation.gov.uk/eur/2013/575/article/260 (the official version)
Page: https://openlegislation.uk/eu-regulation-2013-575/article-260
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.