SRT test in securitisations
- Regulation
- Regulation (EU) No 575/2013 (CRR)
- Article
- 244 and 245
- Topic
- Securitisation and Covered Bonds
- Submitted by
- Individual
- Submitted
- 2022-12-30
- Answer provided by
- ESAs (EBA, ESMA, EIOPA)
Question
Background
Original source: European Banking Authority, Q&A ID 2022_6674
This Q&A is published by European Banking Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.
Similar Q&As
COREP securitisations (crsecirb, crsecsa and crsecdetails)
Answered 2014-03-07
Solvency Capital Requirement (SCR)
Answered 2021-06-25
Reporting of positions in a securitisation that has not achieved SRT in C14.01.
Answered 2021-03-19
Annexes 12 and 13: Investor Reports - Must rating triggers be reported in the tests/events/triggers information section of Annexes 12 and 13?
Answered 2019-07-17
Date of Restructuring
Answered 2020-05-28
More Q&As on this topic
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
📋 Track EU financial regulation continuously
Forseti monitors EU financial regulation and delivers personalised alerts anchored to verified official sources.
14-day free trial. No credit card required.