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(for the purposes of BIPRU 9 (Securitisation)) an asset backed commercial paper programme.
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the method for calculating the risk weighted exposure amount for a securitisation position in relation to an asset backed commercial paper programme as set out in BIPRU 9.12.20 R.
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(for the purposes of BIPRU 9 (Securitisation) and in accordance with Part 1 of Annex IX of the Banking Consolidation Directive (Securitisation definitions)) a programme of securitisations (within the meaning of paragraph (2) of the definition of securitisation) the securities issued by which predominantly take the form of commercial paper with an original maturity of one year or less.