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ratings based method

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ratings based method

46(for the purposes of BIPRU 9 (Securitisation)192) the method of calculating risk weighted exposure amounts for securitisation positions set out in BIPRU 9.12.10 R-BIPRU 9.12.19 R and BIPRU 9.14.2 R.[Note: Part 1 of Annex IX of the Banking Consolidation Directive (Securitisation definitions)]192

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