Sittings · Document
Draft report (COM(2025)0825 – C100119/2025 – 2025/0825(COD)) 2026-02-06
Amending Regulation (EU) No 575/2013 on prudential requirements for credit institutions as regards requirements for securitisation exposures
Committee on Economic and Monetary Affairs
Amendment 299
Eero Heinäluoma
Proposal for a regulation
Article 1 – paragraph 1 – point 13 – point a
Regulation (EU) 575/2013
Article 263 – paragraph 2 – table 1
| Text proposed by the Commission | ||||
| Credit quality step | 1 | 2 | 3 | All other ratings |
| Risk weight | Senior tranche: Max (12%; 15% *KA*12.5) Non-senior tranche: 15 % | 50 % | 100 % | 1250 % |
| Amendment | ||||
| deleted |
Or. en
Amendment 300
Ralf Seekatz
Proposal for a regulation
Article 1 – paragraph 1 – point 13 – point c
Regulation (EU) 575/2013
Article 263 – paragraph 3 – table 2
| Text proposed by the Commission | ||||||
| Credit quality step | Senior tranche, position of originator or sponsor | Senior tranche, position of investor | Non-senior (thin) tranche | |||
| Tranche maturity (MT) | Tranche maturity (MT) | Tranche maturity (MT) | ||||
| 1 year | 5 year | 1 year | 5 year | 1 year | 5 year | |
| 1 | Max (12 % ; 15% *KA*12.5) | Max (12 %; 15% *KA*12.5) | 20 % | 15 % | 70 % | |
| 2 | Max (12 % ; 15% *KA*12.5) | 18% | 30 % | 15 % | 90 % | |
| 3 | 17 % | 24 % | 25 % | 40 % | 30 % | 120 % |
| 4 | 18 % | 29 % | 30 % | 45 % | 40 % | 140 % |
| 5 | 24 % | 34 % | 40 % | 50 % | 60 % | 160 % |
| 6 | 34 % | 45 % | 50 % | 65 % | 80 % | 180 % |
| 7 | 40 % | 46 % | 60 % | 70 % | 120 % | 210 % |
| 8 | 51 % | 62 % | 75 % | 90 % | 170 % | 260 % |
| 9 | 62 % | 73 % | 90 % | 105 % | 220 % | 310 % |
| 10 | 80 % | 96 % | 120 % | 140 % | 330 % | 420 % |
| 11 | 124 % | 140 % | 140 % | 160 % | 470 % | 580 % |
| 12 | 140 % | 160 % | 160 % | 180 % | 620 % | 760 % |
| 13 | 176 % | 201 % | 200 % | 225 % | 750 % | 860 % |
| 14 | 230 % | 256 % | 250 % | 280 % | 900 % | 950 % |
| 15 | 286 % | 312 % | 310 % | 340 % | 1050 % | 1050 % |
| 16 | 348 % | 388 % | 380 % | 420 % | 1130 % | 1130 % |
| 17 | 424 % | 465 % | 460 % | 505 % | 1250 % | 1250 % |
| All other | 1250 % | 1250 % | 1250 % | 1250 % | 1250 % | 1250 % |
| Amendment | ||||||
| Credit quality step | Senior tranche | Non-senior (thin) tranche | ||||
| Tranche maturity (MT) | Tranche maturity (MT) | |||||
| 1 year | 5 year | 1 year | 5 year | |||
| 1 | 10% | 15% | 70% | |||
| 2 | 10% | 15% | 15% | 90% | ||
| 3 | 17 % | 24 % | 30 % | 120 % | ||
| 4 | 18 % | 29 % | 40 % | 140 % | ||
| 5 | 24 % | 34 % | 60 % | 160 % | ||
| 6 | 34 % | 45 % | 80 % | 180 % | ||
| 7 | 40 % | 46 % | 120 % | 210 % | ||
| 8 | 51 % | 62 % | 170 % | 260 % | ||
| 9 | 62 % | 73 % | 220 % | 310 % | ||
| 10 | 80 % | 96 % | 330 % | 420 % | ||
| 11 | 124 % | 140 % | 470 % | 580 % | ||
| 12 | 140 % | 160 % | 620 % | 760 % | ||
| 13 | 176 % | 201 % | 750 % | 860 % | ||
| 14 | 230 % | 256 % | 900 % | 950 % | ||
| 15 | 286 % | 312 % | 1050 % | 1050 % | ||
| 16 | 348 % | 388 % | 1130 % | 1130 % | ||
| 17 | 424 % | 465 % | 1250 % | 1250 % | ||
| All other | 1250 % | 1250 % | 1250 % | 1250 % |
Or. en
Justification
AM 46 of the Draft Report was withdrawn and the values in table corrected.
Amendment 301
Eero Heinäluoma
Proposal for a regulation
Article 1 – paragraph 1 – point 13 – point c
Regulation (EU) 575/2013
Article 263 – paragraph 3 – table 2
| Text proposed by the Commission | ||||||
| Credit quality step | Senior tranche, position of originator or sponsor | Senior tranche, position of investor | Non-senior (thin) tranche | |||
| Tranche maturity (MT) | Tranche maturity (MT) | Tranche maturity (MT) | ||||
| 1 year | 5 year | 1 year | 5 year | 1 year | 5 year | |
| 1 | Max (12 % ; 15% *KA*12.5) | Max (12 %; 15% *KA*12.5) | 20 % | 15 % | 70 % | |
| 2 | Max (12 % ; 15% *KA*12.5) | 18% | 30 % | 15 % | 90 % | |
| 3 | 17 % | 24 % | 25 % | 40 % | 30 % | 120 % |
| 4 | 18 % | 29 % | 30 % | 45 % | 40 % | 140 % |
| 5 | 24 % | 34 % | 40 % | 50 % | 60 % | 160 % |
| 6 | 34 % | 45 % | 50 % | 65 % | 80 % | 180 % |
| 7 | 40 % | 46 % | 60 % | 70 % | 120 % | 210 % |
| 8 | 51 % | 62 % | 75 % | 90 % | 170 % | 260 % |
| 9 | 62 % | 73 % | 90 % | 105 % | 220 % | 310 % |
| 10 | 80 % | 96 % | 120 % | 140 % | 330 % | 420 % |
| 11 | 124 % | 140 % | 140 % | 160 % | 470 % | 580 % |
| 12 | 140 % | 160 % | 160 % | 180 % | 620 % | 760 % |
| 13 | 176 % | 201 % | 200 % | 225 % | 750 % | 860 % |
| 14 | 230 % | 256 % | 250 % | 280 % | 900 % | 950 % |
| 15 | 286 % | 312 % | 310 % | 340 % | 1050 % | 1050 % |
| 16 | 348 % | 388 % | 380 % | 420 % | 1130 % | 1130 % |
| 17 | 424 % | 465 % | 460 % | 505 % | 1250 % | 1250 % |
| All other | 1250 % | 1250 % | 1250 % | 1250 % | 1250 % | 1250 % |
| Amendment | ||||||
| Credit quality step | Senior tranche, position of originator | Senior tranche, rest of positions | Non-senior (thin) tranche | |||
| Tranche maturity (MT) | Tranche maturity (MT) | Tranche maturity (MT) | ||||
| 1 year | 5 year | 1 year | 5 year | 1 year | 5 year | |
| 1 | 15 % | 15% | 20 % | 15 % | 70 % | |
| 2 | 15 % | 18 % | 30 % | 15 % | 90 % | |
| 3 | 17 % | 24 % | 25 % | 40 % | 30 % | 120 % |
| 4 | 18 % | 29 % | 30 % | 45 % | 40 % | 140 % |
| 5 | 24 % | 34 % | 40 % | 50 % | 60 % | 160 % |
| 6 | 34 % | 45 % | 50 % | 65 % | 80 % | 180 % |
| 7 | 40 % | 46 % | 60 % | 70 % | 120 % | 210 % |
| 8 | 51 % | 62 % | 75 % | 90 % | 170 % | 260 % |
| 9 | 62 % | 73 % | 90 % | 105 % | 220 % | 310 % |
| 10 | 80 % | 96 % | 120 % | 140 % | 330 % | 420 % |
| 11 | 124 % | 140 % | 140 % | 160 % | 470 % | 580 % |
| 12 | 140 % | 160 % | 160 % | 180 % | 620 % | 760 % |
| 13 | 176 % | 201 % | 200 % | 225 % | 750 % | 860 % |
| 14 | 230 % | 256 % | 250 % | 280 % | 900 % | 950 % |
| 15 | 286 % | 312 % | 310 % | 340 % | 1050 % | 1050 % |
| 16 | 348 % | 388 % | 380 % | 420 % | 1130 % | 1130 % |
| 17 | 424 % | 465 % | 460 % | 505 % | 1250 % | 1250 % |
| All other | 1250 % | 1250 % | 1250 % | 1250 % | 1250 % | 1250 % |
Or. en
Amendment 302
Eero Heinäluoma
Proposal for a regulation
Article 1 – paragraph 1 – point 14 – point a
Regulation (EU) 575/2013
Article 264 – paragraph 2 – table 3
| Text proposed by the Commission | ||||
| Credit quality step | 1 | 2 | 3 | All other ratings |
| Risk weight | Senior tranche: Max (7%; 10%*KA*12.5) Non-senior tranche: 10% | 30 % | 60 % | 1250 % |
| Amendment | ||||
| Credit quality step | 1 | 2 | 3 | All other ratings |
| Risk weight | Senior tranche originator as referred to in Article 2, point 3, point a of Regulation (EU) 2017/2402 that complies with the criteria set out in Article 243(3): 7%: Other: 10% | 30 % | 60 % | 1250 % |
Or. en
Amendment 303
Ralf Seekatz
Proposal for a regulation
Article 1 – paragraph 1 – point 14 – point c
Regulation (EU) 575/2013
Article 264 – paragraph 3 – table 4
| Text proposed by the Commission | ||||||
| Credit quality step | Senior tranche (position of originator or sponsor, or of investor in a securitisation compliant with Article 243(3)) | Senior tranche (other positions of investor) | Non-senior (thin) tranche | |||
| Tranche maturity (MT) | Tranche maturity (MT) | Tranche maturity (MT) | ||||
| 1 year | 5 year | 1 year | 5 year | 1 year | 5 year | |
| 1 | Max (7 %; 10%*KA*12.5) | Max (7 %; 10%*KA*12.5) | 15 % | 40 % | ||
| 2 | Max (7 %; 10% *KA* 12.5) | 10 % | Max (7%; 10% * KA *12.5) | 15 % | 15 % | 55 % |
| 3 | 10 % | 12 % | 15 % | 20 % | 15 % | 70 % |
| 4 | 10 % | 16 % | 15 % | 25 % | 25 % | 80 % |
| 5 | 12 % | 20 % | 20 % | 30 % | 35 % | 95 % |
| 6 | 20 % | 28 % | 30 % | 40 % | 60 % | 135 % |
| 7 | 23 % | 28 % | 35 % | 40 % | 95 % | 170 % |
| 8 | 31 % | 38 % | 45 % | 55 % | 150 % | 225 % |
| 9 | 38 % | 45 % | 55 % | 65 % | 180 % | 255 % |
| 10 | 47 % | 58 % | 70 % | 85 % | 270 % | 345 % |
| 11 | 106 % | 118 % | 120 % | 135 % | 405 % | 500 % |
| 12 | 118 % | 138 % | 135 % | 155 % | 535 % | 655 % |
| 13 | 150 % | 174 % | 170 % | 195 % | 645 % | 740 % |
| 14 | 207 % | 229 % | 225 % | 250 % | 810 % | 855 % |
| 15 | 258 % | 280 % | 280 % | 305 % | 945 % | 945 % |
| 16 | 311 % | 351 % | 340 % | 380 % | 1015 % | 1015 % |
| 17 | 383 % | 419 % | 415 % | 455 % | 1250 % | 1250 % |
| All other | 1250 % | 1250 % | 1250 % | 1250 % | 1250 % | 1250 % |
| Amendment | ||||||
| Credit quality step | Senior tranche | Non-senior (thin) tranche | ||||
| Tranche maturity (MT) | Tranche maturity (MT) | |||||
| 1 year | 5 year | 1 year | 5 year | |||
| 1 | 5% | 15 % | 40 % | |||
| 2 | 5% | 10 % | 15 % | 55 % | ||
| 3 | 10 % | 12 % | 15 % | 70 % | ||
| 4 | 10 % | 16 % | 25 % | 80 % | ||
| 5 | 12 % | 20 % | 35 % | 95 % | ||
| 6 | 20 % | 28 % | 60 % | 135 % | ||
| 7 | 23 % | 28 % | 95 % | 170 % | ||
| 8 | 31 % | 38 % | 150 % | 225 % | ||
| 9 | 38 % | 45 % | 180 % | 225 % | ||
| 10 | 47 % | 58 % | 270 % | 345 % | ||
| 11 | 106 % | 118 % | 405 % | 500 % | ||
| 12 | 118 % | 138 % | 535 % | 655 % | ||
| 13 | 150 % | 174 % | 645 % | 740 % | ||
| 14 | 207 % | 229 % | 810 % | 855 % | ||
| 15 | 258 % | 280 % | 945 % | 945 % | ||
| 16 | 311 % | 351 % | 1015 % | 1015 % | ||
| 17 | 383 % | 419 % | 1250 % | 1250 % | ||
| All other | 1250 % | 1250 % | 1250 % | 1250 % |
Or. en
Justification
AM 50 of the Draft Report was withdrawn and the values in table corrected.
Amendment 304
Eero Heinäluoma
Proposal for a regulation
Article 1 – paragraph 1 – point 14 – point c
Regulation (EU) 575/2013
Article 264 – paragraph 3 – table 4
| Text proposed by the Commission | ||||||
| Credit quality step | Senior tranche (position of originator or sponsor, or of investor in a securitisation compliant with Article 243(3)) | Senior tranche (other positions of investor) | Non-senior (thin) tranche | |||
| Tranche maturity (MT) | Tranche maturity (MT) | Tranche maturity (MT) | ||||
| 1 year | 5 year | 1 year | 5 year | 1 year | 5 year | |
| 1 | Max (7 %; 10%*KA*12.5) | Max (7 %; 10%*KA*12.5) | 15 % | 40 % | ||
| 2 | Max (7 %; 10% *KA* 12.5) | 10 % | Max (7%; 10% * KA *12.5) | 15 % | 15 % | 55 % |
| 3 | 10 % | 12 % | 15 % | 20 % | 15 % | 70 % |
| 4 | 10 % | 16 % | 15 % | 25 % | 25 % | 80 % |
| 5 | 12 % | 20 % | 20 % | 30 % | 35 % | 95 % |
| 6 | 20 % | 28 % | 30 % | 40 % | 60 % | 135 % |
| 7 | 23 % | 28 % | 35 % | 40 % | 95 % | 170 % |
| 8 | 31 % | 38 % | 45 % | 55 % | 150 % | 225 % |
| 9 | 38 % | 45 % | 55 % | 65 % | 180 % | 255 % |
| 10 | 47 % | 58 % | 70 % | 85 % | 270 % | 345 % |
| 11 | 106 % | 118 % | 120 % | 135 % | 405 % | 500 % |
| 12 | 118 % | 138 % | 135 % | 155 % | 535 % | 655 % |
| 13 | 150 % | 174 % | 170 % | 195 % | 645 % | 740 % |
| 14 | 207 % | 229 % | 225 % | 250 % | 810 % | 855 % |
| 15 | 258 % | 280 % | 280 % | 305 % | 945 % | 945 % |
| 16 | 311 % | 351 % | 340 % | 380 % | 1015 % | 1015 % |
| 17 | 383 % | 419 % | 415 % | 455 % | 1250 % | 1250 % |
| All other | 1250 % | 1250 % | 1250 % | 1250 % | 1250 % | 1250 % |
| Amendment | ||||||
| Credit quality step | Senior tranche (position of originator as referred to in Article 2, point 3, point a of Regulation (EU) 2017/2402) | Senior tranche | Non-senior (thin) tranche | |||
| Tranche maturity (MT) | Tranche maturity (MT) | Tranche maturity (MT) | ||||
| 1 year | 5 year | 1 year | 5 year | 1 year | 5 year | |
| 1 | 7% if compliant with Article 243(3) Otherwise 10% | 10 % | 15 % | 40 % | ||
| 2 | 7% if compliant with Article 243(3) Otherwise 10% | 10 % | 10 % | 15 % | 15 % | 55 % |
| 3 | 10 % | 12 % | 15 % | 20 % | 15 % | 70 % |
| 4 | 10 % | 16 % | 15 % | 25 % | 25 % | 80 % |
| 5 | 12 % | 20 % | 20 % | 30 % | 35 % | 95 % |
| 6 | 20 % | 28 % | 30 % | 40 % | 60 % | 135 % |
| 7 | 23 % | 28 % | 35 % | 40 % | 95 % | 170 % |
| 8 | 31 % | 38 % | 45 % | 55 % | 150 % | 225 % |
| 9 | 38 % | 45 % | 55 % | 65 % | 180 % | 255 % |
| 10 | 47 % | 58 % | 70 % | 85 % | 270 % | 345 % |
| 11 | 106 % | 118 % | 120 % | 135 % | 405 % | 500 % |
| 12 | 118 % | 138 % | 135 % | 155 % | 535 % | 655 % |
| 13 | 150 % | 174 % | 170 % | 195 % | 645 % | 740 % |
| 14 | 207 % | 229 % | 225 % | 250 % | 810 % | 855 % |
| 15 | 258 % | 280 % | 280 % | 305 % | 945 % | 945 % |
| 16 | 311 % | 351 % | 340 % | 380 % | 1015 % | 1015 % |
| 17 | 383 % | 419 % | 415 % | 455 % | 1250 % | 1250 % |
| All other | 1250 % | 1250 % | 1250 % | 1250 % | 1250 % | 1250 % |
Or. en