Report on framework for STS syntetic securitisation.pdf
EBA Report on STS framework for synthetic securitisation
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EBA proposes framework for STS synthetic securitisation
The European Banking Authority (EBA) published today its proposals for developing a simple, transparent and standardised (STS) framework for synthetic securitisation. This proposal, which is limited to balance-sheet securitisation, includes a list of criteria to be considered when labelling the synthetic securitisation as ‘STS' and provides the pros and cons of a potential differentiated capital treatment for this type of securitisation.
Article 259
Calculation of risk-weighted exposure amounts under the SEC-IRBADiscussion Paper on STS Framework for Synthetic Securitisation Under Art. 45 of Regulation (EU) 2017/2402
Consultation Paper on the methodology to determine the WAM of contractual payments due under the tranche of a securitisation transaction
Opinion on the regulatory treatment of NPE securitisations.pdf
Opinion on the regulatory treatment of NPE securitisations
EBA publishes Opinion on the regulatory treatment of non-performing exposure securitisations
Article 24
Transaction-level requirementsArticle 20
Requirements relating to simplicityArticle 2
DefinitionsEBA 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.