(a)

paragraph 1 is amended as follows: point (a) is replaced by the following: ; senior exposures without eligible funded credit protection to central governments and central banks, to financial sector entities and to regional governments, local authorities and public sector entities: 45 %;’ the following point is inserted: ; senior exposures without eligible funded credit protection to corporates which are not financial sector entities: 40 %;’ point (c) is deleted; point (e) is replaced by the following: ; for senior purchased corporate receivables exposures where an institution is not able to estimate PDs or where the institution’s PD estimates do not meet the requirements set out in Section 6: 40 %;’ point (g) is replaced by the following ; for dilution risk of purchased corporate receivables: 100 %.’

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Source: EUR-Lex CELLAR · retrieved 2026-09-04 · Text as adopted (Official Journal); later amendments are not incorporated in this text.