EN.   C - MARKET RISK: STANDARDISED APPROACH FOR SPECIFIC RISK IN SECURITISATIONS (MKR SA SEC) ALL POSITIONS. POSITIONS DEDUCTED FROM OWN FUNDS NET POSITIONS LONG SHORT. LONG. SHORT LONG SHORT TOTAL EXPOSURES Of which: RE-SECURITISATIONS ORIGINATOR: TOTAL EXPOSURES SECURITISATIONS OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT RE-SECURITISATIONS INVESTOR: TOTAL EXPOSURES SECURITISATIONS OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT RE-SECURITISATIONS SPONSOR: TOTAL EXPOSURES SECURITISATIONS OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT RE-SECURITISATIONSEN  . BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO RISK WEIGHTS [0 – 10 %] [10 – 12 %] [12 – 20 %] [20 – 40 %] [40 – 100 %] [100 – 150 %] [150 – 200 %] [200 – 225 %] [225 – 250 %] [250 – 300 %] [300 – 350 %] [350 – 425 %] [425 – 500 %] [500 – 650 %] [650 – 750 %] [750 – 850 %] [850 – 1 250 %] 1 250 % TOTAL EXPOSURES Of which: RE-SECURITISATIONS ORIGINATOR: TOTAL EXPOSURES SECURITISATIONS OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT RE-SECURITISATIONS INVESTOR: TOTAL EXPOSURES SECURITISATIONS OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT RE-SECURITISATIONS SPONSOR: TOTAL EXPOSURES SECURITISATIONS OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT RE-SECURITISATIONSEN.   BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO RISK WEIGHTS [0 – 10 %] [10 – 12 %] [12 – 20 %] [20 – 40 %] [40 – 100 %] [100 – 150 %] [150 – 200 %] [200 – 225 %] [225 – 250 %] [250 – 300 %] [300 – 350 %] [350 – 425 %] [425 – 500 %] [500 – 650 %] [650 – 750 %] [750 – 850 %] [850 – 1 250 %] 1 250 % TOTAL EXPOSURES Of which: RE-SECURITISATIONS ORIGINATOR: TOTAL EXPOSURES SECURITISATIONS OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT RE-SECURITISATIONS INVESTOR: TOTAL EXPOSURES SECURITISATIONS OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT RE-SECURITISATIONS SPONSOR: TOTAL EXPOSURES SECURITISATIONS OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT RE-SECURITISATIONSEN  . BREAKDOWN OF THE NET POSITION ACCORDING TO APPROACHES OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF CHAPTER 2 OF REGULATION (EU) / BEFORE CAP AFTER CAP / TOTAL OWN FUND REQUIRE MENTS SEC-IRBA SEC-SA SEC-ERBA INTERNAL ASSESSMENT APPROACH OTHER (RW=1 250 %) WEIGHTED NET LONG POSITIONS WEIGHTED NET SHORT POSITIONS TOTAL EXPOSURES Cell linked to MKR SA TDI {325:060} Of which: RE-SECURITISATIONS ORIGINATOR: TOTAL EXPOSURES SECURITISATIONS OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT RE-SECURITISATIONS INVESTOR: TOTAL EXPOSURES SECURITISATIONS OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT RE-SECURITISATIONS SPONSOR: TOTAL EXPOSURES SECURITISATIONS OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT RE-SECURITISATIONSC – MARKET RISK: STANDARDISED APPROACH FOR SPECIFIC RISK IN SECURITISATIONS (MKR SA SEC)EN.  . General Remarks 162. This template requests information on positions (all/net and long/short) and the related own funds requirements for the specific risk component of position risk in securitisations/re-securitisations held in the trading book (not eligible for correlation trading portfolio) under the Standardised Approach. 163. The MKR SA SEC template presents the own funds requirement only for the specific risk of securitisation positions in accordance with Article 335 CRR in connection with 337 CRR. Where securitisation positions of the trading book are hedged by credit derivatives, Articles 346 and 347 CRR apply. There is only one template for all positions of the trading book, irrespective of the approach institutions apply to determine the risk weight for each of the positions in accordance with Chapter 5 of Title II of Part Three CRR. The own funds requirements of the general risk of those positions shall be reported in the MKR SA TDI or the MKR IM template. 164. Positions which receive a risk weight of 1 250 % can alternatively be deducted from CET1 (see point (b) of Article 244(1), point (b) of Article 245(1) and Article 253 CRR). Where this is the case, those positions have to be reported in row of CA1.. Instructions concerning specific positions  - ALL POSITIONS (LONG AND SHORT) Article 102 and Article 105(1) CRR in conjunction with Article 337 CRR (securitisation positions). Regarding the distinction between Long and Short positions, also applicable to those gross positions, see Article 328(2) CRR. -. POSITIONS DEDUCTED FROM OWN FUNDS (LONG AND SHORT) Point (b) of Article 244(1), point (b) of Article 245(1) and Article 253 CRR - NET POSITIONS (LONG AND SHORT) Articles 327, 328, 329 and 334 CRR. Regarding the distinction between long and short positions, see Article 328(2) CRR. - BREAKDOWN OF THE NET POSITIONS BY RISK WEIGHTS Articles 259 to 262, Tables 1 and 2 of Article 263, Tables 3 and 4 of Article 264 and Article 266 CRR. The breakdown shall be done separately for long and short positions. - BREAKDOWN OF THE NET POSITIONS BY APPROACHES Article 254 CRR SEC-IRBA Article 259 and 260 CRR SEC-SA Article 261 and 262 CRR SEC-ERBA Article 263 and 264 CRR INTERNAL ASSESSMENT APPROACH Articles 254 and 265 CRR and Article 266(5) CRR. OTHER (RW = 1 250 %) Article 254(7) CRREN  .  - OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF CHAPTER 2 OF REGULATION (EU) / Article 270a CRR BEFORE CAP Article 337 CRR, without taking into account the discretion of Article 335 CRR which allows an institution to cap the product of the weight and the net position at the maximum possible default-risk related loss. AFTER CAP/TOTAL OWN FUND REQUIREMENTS Article 337 CRR, taking into account the discretion of Article 335 CRR. Rows TOTAL EXPOSURES Total amount of outstanding securitisations and re-securitisations (held in the trading book) reported by the institution playing the role/s of originator or investor or sponsor. , and SECURITISATION POSITIONS Point (62) of Article 4(1) CRR. , , and RE-SECURITISATIONS POSITIONS Point (64) of Article 4(1) CRR , and OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT Total amount of securitisation positions which fulfil the criteria of Article 243 CRR or Article 270 CRR and therefore qualify for differentiated capital treatment. - ORIGINATOR Point (13) of Article 4(1) CRR - INVESTOR Credit institution that holds a securitisation positions in a securitisation transaction for which it is neither originator, sponsor nor original lender. - SPONSOR Point (14) of Article 4(1) CRR. A sponsor that also securitises its own assets shall fill in the originator’s rows with the information regarding its own securitised assets.