CA-6.1.1A
A bank must meet all the requirements listed in the paragraph CA-6.1.1B below, to use any of the approaches specified in the securitisation framework. If a bank does not perform the level of the due diligence specified, it must deduct the amount of the securitisation (or re-securitisation) exposure from its regulatory capital using the approach outlined in the paragraphs CA-6.4.2 to CA-6.4.4.
Added: January 2012