The SEC-SA establishes a framework for calculating the risk weight assigned to positions in Simple Transparent and Standardised (STS) securitisations, as outlined in Article 261. Notably, a risk-weight floor of 10% applies specifically to senior securitisation positions, ensuring an adequate level of capital backing.

These modifications are essential for compliance with regulatory standards, providing clarity on risk assessment methodologies while reinforcing the importance of maintaining robust capital structures in STS securitisations.