Guidelines on the STS criteria for on-balance-sheet securitisations

  • Status: Final and translated into the EU official languages

The Guidelines on the STS criteria for on-balance-sheet securitisations aim to provide a harmonised interpretation, in alignment with the EBA Guidelines for traditional securitisations, and clarify aspects with a potential level of ambiguity, thus both ensuring a harmonised understanding of the criteria, but also a harmonised implementation in terms of capital requirements.

Summary of document history

Previous versions Current version Ongoing versions

Consultation on draft Guidelines on the STS criteria for on-balance-sheet securitisations

  • Status: Closed
  • Deadline: 7 JULY 2023
Documents
Consultation paper on draft Guidelines on the STS criteria for on-balance-sheet securitisations

(789.16 KB - PDF) Last update 21 April 2023

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Public hearings

Pubic hearing for Consultation Paper on the draft Guidelines on the STS criteria for on-balance-sheet securitisations

Presentation

(810.4 KB - PDF) Last update 30 May 2023

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