CA-6.1.5E
The definition of re-securitisation also applies to ABCP programmes. The ratings based risk approach tables include weightings for both securitisation and re-securitisation exposures (see CA-6.4.8 onward).
Added: January 2012
The definition of re-securitisation also applies to ABCP programmes. The ratings based risk approach tables include weightings for both securitisation and re-securitisation exposures (see CA-6.4.8 onward).