Titles II and III shall apply to new securitisations issued on or after 1 January 2011. Titles II and III shall, after 31 December 2014, apply to existing securitisations where new underlying exposures are added or substituted after that date.
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Chapter 5 · Use of internal models to calculate own funds requirements › Section 5 · Internal model for correlation trading › Article 404
Scope of application
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