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The Full Handbook
Full Handbook / BIPRU / 9

Securitisation (BIPRU 9)

Reference CodeTitle
BIPRU 9.1

Application and purpose

BIPRU 9.2

Approach to be used

BIPRU 9.3

Requirements for originators and sponsors1

BIPRU 9.4

Traditional securitisation

BIPRU 9.5

Synthetic securitisation

BIPRU 9.6

Implicit support

BIPRU 9.7

Recognition of credit assessments of ECAIs

BIPRU 9.8

Use of ECAI credit assessments for the determination of applicable risk weights

BIPRU 9.9

Calculation of risk-weighted exposure amounts for securitisation positions

BIPRU 9.10

Reduction in risk-weighted exposure amounts

BIPRU 9.11

Calculation of risk weighted exposure amounts under the standardised approach to securitisations

BIPRU 9.12

Calculation of risk-weighted exposure amounts under the IRB approach

BIPRU 9.13

Securitisations of revolving exposures with early amortisation provisions

BIPRU 9.14

Recognition of credit risk mitigation on securitisation positions under the IRB approach

BIPRU 9.15

Requirements for investors1