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Subsection 3 Methods to calculate risk-weighted exposure amountsX1F1

United Kingdom

Original text. Later amendments are not shown.

  1. 258Conditions for the use of the Internal Ratings Based Approach (SEC-IRBA)
  2. 259Calculation of risk-weighted exposure amounts under the SEC-IRBA
  3. 260Treatment of STS securitisations under the SEC-IRBA
  4. 261Calculation of risk-weighted exposure amounts under the Standardised Approach (SEC-SA)
  5. 262Treatment of STS securitisations under the SEC-SA
  6. 263Calculation of risk-weighted exposure amounts under the External Ratings Based Approach (SEC-ERBA)
  7. 264Treatment of STS securitisations under the SEC-ERBA
  8. 265Scope and operational requirements for the Internal Assessment Approach
  9. 266Calculation of risk-weighted exposure amounts under the Internal Assessment Approach

Annotations

Textual amendments

F1

Substituted by Regulation (EU) 2017/2401 of the European Parliament and of the Council of 12 December 2017 amending Regulation (EU) No 575/2013 on prudential requirements for credit institutions and investment firms.

Editorial notes

X1

Substituted by Corrigendum to 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 (OJ L 176, 27.6.2013, p. 1).

Notes on the whole EU Regulation

Textual amendments

F1

Regulation revoked (1.1.2024 for the revocation of Art. 92b, 1.1.2026 for the revocation of Arts. 6(1a), 11(3a), 12a, 18(1) (in part), 25-35, 37-47, 47a(1)(2), 47c-79a, 81(1)(a)(i)-(iic)(b)(c)(2), 82(a)(i)-(iic)(b)(c), 83-91, 92a, 466, 468, 469a, 471, 473-474, 476, 479, 480, 482-491, 494-494b, otherwise prosp.) by Financial Services and Markets Act 2023 (c. 29), s. 86(3), Sch. 1 Pt. 1 (with s. 1(4)); S.I. 2023/779, reg. 5(b)(i); S.I. 2025/873, reg. 4(b) (with regs. 6, 7) (as amended by S.I. 2025/1293, reg. 2)