SEC-SA uses KSA (pool capital at 8%), W (share 90 days or more past due) and p of 1 with a 15% floor; if delinquency status is unknown for more than 5% of the pool the exposure takes 1250% (CRE41.1 to 41.15). Resecuritisations use p of 1.5, a 100% floor and no caps (CRE41.16 to 41.19). SEC-ERBA uses Table 1 short-term weights (15% to 1250%) and Table 2 long-term weights adjusted for maturity and thickness, floored at 15% (CRE42.1 to 42.10). SEC-IAA for ABCP exposures needs an approved IRB model and externally rated ABCP (CRE43.1 to 43.2). SEC-IRBA uses KIRB and a p-parameter floored at 0.3, with a 15% floor (CRE44.1 to 44.26). STC exposures, which must meet all criteria including seven years (non-retail) or five years (retail) performance history, underwriting checks no earlier than 45 days before closing, a 1% single obligor limit and risk weight caps of 40%, 50%, 75% and 100%, use p of 0.5 and floors of 10% senior and 15% non-senior (CRE40.66 to 40.95, 41.20 to 41.22, 42.11 to 42.14, 44.27 to 44.29). NPL securitisations (W of at least 90%) are floored at 100%, may use 100% for senior tranches with discounts of at least 50%, and bar foundation-based KIRB (CRE45.1 to 45.7).
The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.