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CA-6.1.1A

A conventional bank licensee must meet all the requirements listed in the Paragraph CA-6.1.1.B below, to use any of the approaches specified in the securitisation framework. If a conventional bank licensee does not perform the level of the due diligence specified, it must risk weight the amount of the securitisation (or re-securitisation) exposure at 1,250% using the approach outlined in the Paragraphs CA-6.4.2 to CA-6.4.4.

January 2015