Interactive Single Rulebook

The Interactive Single Rulebook is an on-line tool that provides a comprehensive compendium of  the level 1 text for the Capital Requirements Regulation (CRR) and the Capital Requirements Directive (CRD IV); Bank Recovery and Resolution Directive (BRRD); the Deposit Guarantee Schemes Directive (DGSD); and the Payments Services Directive (PSD2)  the corresponding technical standards developed by the European Banking Authority (EBA) and adopted by the European Commission (RTS and ITS), as well as the EBA Guidelines and related Q&As.
The purpose of the Single Rulebook is to ensure the consistent application of the regulatory banking framework across the EU.
This Interactive Single Rulebook is meant purely as a documentation tool and the EBA does not assume any liability for its contents. For the authentic version of EU legislation users should refer to the Official Journal of the European Union.
Please click on the relevant legislative text to see technical standards, guidelines and Q&As relating to each Article.

Interactive Single Rulebook

Path Capital Requirements Regulation > PART THREE > TITLE II > CHAPTER 5 > Section 3 > Sub-Section 3 > Article 251 (Copy link to article)
Title Article 251
Description Risk-weights
Main content

Subject to Article 252, the institution shall calculate the riskweighted exposure amount of a rated securitisation or re-securitisation position by applying the relevant risk weight to the exposure value.

The relevant risk weight shall be the risk weight as laid down in Table 1, with which the credit assessment of the position is associated in accordance with Section 4.

Subject to Articles 252 to 255, the risk-weighted exposure amount of an unrated securitisation position shall be calculated by applying a risk weight of 1 250 %.