Contents
3.To calculate KIRB for non-retail qualifying securitised exposures, irrespective of whether the conditions of Article 9 of this Regulation for applying retail risk quantification standards are met in respect of such exposures, institutions shall calculate risk-weighted exposure amounts for credit risk in accordance with Article 153 of Regulation (EU) No 575/2013, and, where applicable, Article 156, point (b), of that Regulation.
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