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supervisory formula method

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supervisory formula method

45(for the purposes of BIPRU 9 (Securitisation), in relation to a securitisation within the meaning of paragraph (2) of the definition of securitisation180) the method of calculating risk weighted exposure amounts for securitisation positions set out in BIPRU 9.12.21R-BIPRU 9.12.23R and BIPRU 9.14.3R.[Note: Part 1 of Annex IX of the Banking Consolidation Directive (Securitisation definitions)]180

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