Commission Delegated Regulation (EU) 2024/1780 of 13 March 2024 supplementing Reg... (32024R1780)
Commission Delegated Regulation (EU) 2024/1780 of 13 March 2024 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the conditions under which institutions are allowed to calculate KIRB in relation to the underlying exposures of a securitisation transaction
- COMMISSION DELEGATED REGULATION (EU) 2024/1780
- of 13 March 2024
- supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the conditions under which institutions are allowed to calculate K
- IRB
- in relation to the underlying exposures of a securitisation transaction
- (Text with EEA relevance)
- Article 1
- Subject matter
- Article 2
- Definitions
- Article 3
- Common provisions
- Article 4
- Conditions for calculating K
- IRB
- using K
- IRB
- -specific rating systems
- Article 5
- Conditions under which institutions may calculate K
- IRB
- using a rating system that has been approved for the use for own-originated exposures
- Article 6
- Prior experience when calculating K
- IRB
- Article 7
- Requirements for qualifying securitised exposures
- Article 8
- General conditions for risk differentiation
- Article 9
- Eligibility for the retail treatment of non-retail qualifying securitised exposures
- Article 10
- Eligibility for the retail treatment of retail qualifying securitised exposures
- Article 11
- Determination of relationship between parties, arm’s-length and connected clients
- Article 12
- Calculation of risk-weighted exposure amounts for credit risk of qualifying securitised exposures
- Article 13
- Requirements on data and primary data
- Article 14
- Use of proxy data
- Article 15
- Use of data that are not consistent with the definition of default as referred to in Article 178(1) of Regulation (EU) No 575/2013
- Article 16
- Entry into force
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