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EBA-OP-2016-06 Report on Securitisation Risk Retention Due Diligence and Disclosure.pdf
Report on Securitisation Risk Retention Due Diligence and Disclosure (EBA-OP-2016-06)
EBA publishes Report and recommends supervisory best practices on securitisation risk retention, due diligence and disclosure
The European Banking Authority (EBA) published today a Report analysing measures taken by Competent Authorities in 2014 to ensure compliance by institutions with securitisation risk retention, due diligence and disclosure requirements. Based on the EBA findings, the EBA has identified best practices, which will help Competent Authorities in their supervisory assessments of compliance of these requirements.
EBA consults on draft guidelines on implicit support for securitisation transactions
The European Banking Authority (EBA) launched today a public consultation on draft Guidelines on implicit support for securitisation transactions. The objective of the Guidelines is to provide clarity on what constitutes arm’s length conditions and when a transaction is not structured to provide support for securitisations. The consultation runs until 20 April 2016.
EBA-CP-2016-01 (Consultation Paper on Guidelines on implicit support).pdf
EBA-CP-2016-01 (Consultation Paper on Guidelines on implicit support)
EBA-Op-2015-26 EBA report on synthetic securitisation.pdf
EBA-Op-2015-26 EBA report on synthetic securitisation
EBA issues advice on synthetic securitisation for SMEs
The European Banking Authority (EBA) published today a report summarising the findings of its analysis and market practice assessment of the synthetic securitisation market. The EBA supports the limited extension of the prudential treatment granted to simple, standardised and transparent securitisations (STS) to banks that originate and retain certain SME balance sheet synthetic securitisation positions, as in the Commission’s legislative proposal on securitisation. The EBA advises on the criteria that should determine eligibility of balance sheet synthetic transactions, specifying, among others, under which conditions originator banks may transfer the risk of eligible transactions to public or private investors.
Regulatory Technical Standards on close correspondence between the value of an institution’s covered bonds and the value of the institution’s assets relating to the institution’s own credit risk
EBA-Op-2015-17 Opinion on mortgage lending value.pdf
EBA-Op-2015-17 Opinion on mortgage lending value
Discussion Paper on simple standard and transparent securitisations
EBA report on qualifying securitisation.pdf
EBA report on qualifying securitisation
EBA-Op-2015-14 Opinion on qualifying securitisation.pdf
EBA-Op-2015-14 Opinion on qualifying securitisation
Regulatory Technical Standards on Own Funds
These Regulatory Technical Standards (RTS) gather a number of mandates given to the EBA by the Capital Requirements Regulation (CRR) in relation to own funds. These RTS include provisions regarding: technical aspects in relation to Common Equity Tier 1, Additional Tier 1, deductions from Common Equity Tier 1 and from own funds in general, as well as transitional provisions on grandfathering; the treatment of gains on sale associated with future margin income in a securitisation context; the conditions under which competent authorities may determine that a type of undertaking is recognised under applicable national law as a mutual, cooperative society, savings institution or similar institution; the criteria to define broad market indices, the calculation of minority interest and the deduction of indirect and synthetic holdings.
JC 2015 022 - Final JC Report on securitisation.pdf
JC 2015 022 - Final JC Report on securitisation
EBA finds Swedish waiver on covered bonds justified
The European Banking Authority (EBA) announced today that significant potential concentration problems in Sweden justify the application of a partial waiver on covered bonds. The opinion is addressed to the Swedish Financial Supervisory Authority (Finansinspektionen) and follows their notification that they intend to implement a partial waiver on the eligibility of covered bonds in relation to risk weight preferential treatment. The verdict comes after a review of the Swedish covered bonds market and concerns the application of Article 129 (1) of the Capital Requirements Regulation (CRR).
EBA-Op-2015-08 Opinion on the partial waiver.pdf
EBA-Op-2015-08 Opinion on the partial waiver
BSG Response to Consultation Paper (EBA-DP-2014-02) - 14 January 2015.pdf
BSG Response to Consultation Paper (EBA-DP-2014-02) - 14 January 2015
Discussion on simple standard and transparent securitisations
Securitisation Risk Retention Report.pdf
Securitisation Risk Retention Report
EBA OP 2014 14( Securitisation Risk Retention Opinion).pdf
EBA OP 2014 14( Securitisation Risk Retention Opinion)