EBA CONSULTS ON TECHNICAL STANDARDS TO HELP ORIGINATOR INSTITUTIONS DETERMINE THE EXPOSURE VALUE OF SYNTHETIC EXCESS SPREAD IN SECURITISATIONS
On 09th August 2022, the European Banking Authority (EBA) launched a public consultation on its draft Regulatory Technical Standards (RTS) on the determination by originator institutions of the exposure value of synthetic excess spread (SES) in securitisations. The Capital Markets Recovery Package (CMRP) amended the Capital Requirements Regulation (CRR) in several aspects, including a preferential […] Continue reading
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Banks and financial intermediaries
EBA
Consultation Paper