Where an institution provides credit protection for a number of exposures subject to the condition that the nth default among the exposures shall trigger payment and that this credit event shall terminate the contract, the risk weights of the exposures included in the basket will be aggregated, excluding n-1 exposures, up to a maximum of 1250 % and multiplied by the nominal amount of the protection provided by the credit derivative to obtain the risk-weighted exposure amount.
I gcás ina dtugann institiúid cosaint chreidmheasa do roinnt risíochtaí faoi réír an choinníll go spreagfaidh an nú mainneachtain i measc na risíochtaí íocaíocht agus go ndéanfar an conradh a fhoirceannadh leis an teagmhas creidmheasa sin, déanfar comhiomlánú ar na hualuithe priacail a áireofar sa bhascaed, agus risíochtaí n-1 á n-eisiamh, suas go huasmhéid1 1250 % agus iolraithe faoi mhéid ainmniúil na cosanta arna soláthar ag an díorthach creidmheasa chun méid na risíochta a bheidh ualaithe ó thaobh priacail a fháil.