PRU 4.14.10

Past version: effective from 21/10/2015 - 20/10/2015
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An Authorised Person must include in its calculation of Credit RWA all of its securitisation Exposures held in the Non-Trading Book, except for those securitisation Exposures which the Authorised Person is required to include as deductions from T1 Capital and deductions from T2 Capital.