EBU Single Rulebook Q&A 27 November 2013 2013_568 Column “ADJUSTMENT TO THE RISK WEIGHTED EXPOSURE AMOUNT DUE TO MA-TURITY MISMATCHES” to be reported only from originator institutions.C 12.00 – Credit Risk: Securitisation - Standardised Approach to Own Funds Requirements (CR SEC SA)

Why is the column “ADJUSTMENT TO THE RISK WEIGHTED EXPOSURE AMOUNT DUE TO MA-TURITY MISMATCHES” not shown greyed for the rows concerning Investor and Sponsor? According to article 250 (b) CRR this effect is only possible for originator institutes. Austrian Federal Economic Chamber, Division Bank and Insurance Industry association Column 360 of CR SEC SA (C 12.