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Guidelines on Risk Factors_CS_04-01-2018.pdf
Guidelines on Risk Factors_DA_04-01-2018.pdf
Guidelines on Risk Factors_DE_04-01-2018.pdf
Guidelines on Risk Factors_EL_04-01-2018.pdf
Guidelines on Risk Factors_EN_04-01-2018.pdf
Guidelines on Risk Factors_ES_04-01-2018.pdf
Guidelines on Risk Factors_ET_04-01-2018.pdf
Guidelines on Risk Factors_FI_04-01-2018.pdf
Guidelines on Risk Factors_FR_04-01-2018.pdf
Guidelines on Risk Factors_HR_04-01-2018.pdf
Guidelines on Risk Factors_HU_04-01-2018.pdf
Guidelines on Risk Factors_IT_04-01-2018.pdf
Guidelines on Risk Factors_LT_04-01-2018.pdf
Guidelines on Risk Factors_LV_04-01-2018.pdf
Guidelines on Risk Factors_MT_04-01-2018.pdf
Guidelines on Risk Factors_NL_04-01-2018.pdf
Questions and Answers on th PRIIPs KID.pdf
CP on draft RTS on calculation of exposure value of SES.pdf
Consultation Paper on draft RTS on the determination by originator institutions of the exposure value of SES in securitisations
EBA consults on technical standards to help originator institutions determine the exposure value of synthetic excess spread in securitisations
The European Banking Authority (EBA) launched today a public consultation on its draft Regulatory Technical Standards (RTS) on the determination by originator institutions of the exposure value of synthetic excess spread (SES) in securitisations. The Capital Markets Recovery Package (CMRP) amended the Capital Requirements Regulation (CRR) in several aspects, including a preferential treatment for senior tranches of simple, transparent and standardised (STS) on-balance-sheet securitisations. It also introduced a provision on how to determine the exposure value of SES in synthetic securitisations. The proposals set out in this Consultation Paper will contribute to a more risk sensitive prudential framework in the area of synthetic securitisation. The consultation runs until 14 October 2022.