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securitised exposuresstresses
risk.man. риски, связанные с секьюритизацией (securitised exposure. (for the purposes of BIPRU and MIPRU) an exposure in the pool of exposures that has been securitised, either via a traditional securitisation or a synthetic securitisation. The cash-flows generated by the securitised exposures are used to make payments to the securitisation positions. 'More)