Treatment of multi-seller securitisations in CRR (Significant Risk Transfer)

Consideration of securitisation positions and securitised exposures, for the purpose of significant risk transfer.

Answered 2016-05-20

Treatment of failed SRT under Traditional Securitisation

Answered 2019-07-26

Reporting of securitisation positions when Article 244(1), point (b), CRR is applied

Answered 2023-04-21

Scope of application of the term "securitisation" and risk retention obligation in Article 405 CRR

Answered 2019-03-22

C 14.00 – DETAILED INFORMATION ON SECURITISATIONS (SEC DETAILS) - FIELD 030

Answered 2014-09-26

Exposure to credit institutions in the form of derivative contracts

Answered 2025-11-07

Simple Transparent and Standardised securitisation

Answered 2024-10-25

Calculating RWAs for the portion of the securitisation position benefitting from credit protection

Answered 2023-01-06

Classification of a vertical security in a traditional securitisation

Answered 2021-05-07

Requirements for the usability of an ECAI within the framework of the Internal Assessment Approach pursuant to Article 259(3) of Regulation (EU) No 575/2013 – before amendments introduced by Regulation (EU) No. 2017/2401 - and Article 265 Regulation (EU) No 575/2013 as amended by Regulation (EU) No 2017/2401. - Anforderungen an die Verwendbarkeit einer ECAI im Rahmen des internen Bemessungsansatzes gemäß Artikel 259 Absatz 3 der Verordnung (EU) Nr. 575/2013 – in der Fassung vor den durch die Verordnung (EU) 2017/2401 eingeführten Änderungen – und Artikel 265 der Verordnung (EU) Nr. 575/2013 in der durch die Verordnung (EU) 2017/2401 geänderten Fassung

Answered 2021-05-07