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' Securitisations subject to a controlled early amortisation provision' Securitisations subject to a non-controlled early amortisation provision
3 months average excess spread Conversion figure Conversion figure
Above level A 0% 0%
Level A 1% 5%
Level B 2% 15%
Level C 10% 50%
Level D 20% 100%
Level E 40% 100%

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