Regulatory Technical Standards on the calculation of Kirb in accordance with the purchased receivables approach
- Status: Adopted and published in the Official Journal of the EU
These draft RTS aim at striking the right balance between the need to acknowledge the specific circumstances under which institutions calculate capital requirements in the context of a securitisation transaction and the need to maintain appropriately safe and prudent requirements on the internal modelling of capital requirements.
Summary of document history
Draft Regulatory Technical Standards on the conditions to allow institutions to calculate KIRB in accordance with the purchased receivables approach
- Status: In force
- Application date:
- Compliance deadline:
Documents
Final draft RTS on the conditions to allow institutions to calculate KIRB in accordance with the purchased receivables approach
(934.64 KB - PDF) Last update 8 April 2019
Links
Press contacts
Franca Rosa Congiu