Opinion on the regulatory treatment of NPE securitisations.pdf
Opinion on the regulatory treatment of NPE securitisations
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EBA publishes Opinion on the regulatory treatment of non-performing exposure securitisations
Article 2
DefinitionsArticle 24
Transaction-level requirementsArticle 20
Requirements relating to simplicityEBA Discussion Paper on STS syntehtic securitisation.pdf
Discussion Paper on STS Framework for Synthetic Securitisation Under Art. 45 of Regulation (EU) 2017/2402
Guidelines on the determination of the weighted average maturity of contractual payments due under the tranche of a securitisation transaction
EBA launches consultation on the methodology to determine the weighted average maturity of contractual payments due under the tranche of a securitisation transaction
The European Banking Authority (EBA) launched today a public consultation on draft Guidelines (GLs) on the determination of the weighted average maturity (WAM) of the contractual payments due under the tranche, as per the Capital Requirements Regulation (CRR) Article 257(1) (a). These draft GLs aim at ensuring that the methodology applicable for the determination of the WAM for regulatory purposes is sufficiently harmonised in order to increase consistency and comparability in the own funds held by institutions.
Implementing Technical Standards on Supervisory Reporting amendments with regards to COREP securitisation
Article 207
Requirements for financial collateralArticle 264
Credit risk mitigation for securitisation positions subject to the IRB ApproachArticle 410
Uniform condition of applicationArticle 405
Retained interest of the issuerArticle 242
DefinitionsRegulatory Technical Standards on the calculation of Kirb in accordance with the purchased receivables approach
Guidelines on the STS criteria for ABCP and non-ABCP securitisation
Guidelines on STS criteria for ABCP securitisation).pdf
Guidelines on STS criteria for non-ABCP securitisation.pdf
EBA publishes final guidelines on the STS criteria in securitisation
The European Banking Authority (EBA) published today its final Guidelines, which will provide a harmonised interpretation of the criteria for the securitisation to be eligible as simple, transparent and standardised (STS) on a cross-sectoral basis throughout the Union. These Guidelines will play a crucial role in the new EU securitisation framework that becomes applicable on 1 January 2019, by providing a single point of consistent interpretation of the STS criteria for all entities involved in the STS securitisation including originators, sponsors, investors, competent authorities and third party STS verifiers.