Significant Risk Transfer: Difference between revisions
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imported>Doug Williamson (Create the page. Source: EBA https://www.bankingsupervision.europa.eu/ecb/pub/pdf/guidance_significant_risk_transfer.en.pdf) |
imported>Doug Williamson (Classify page.) |
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''Bank supervision - capital adequacy - securitisations'' | ''Bank supervision - capital adequacy - securitisations''. | ||
(SRT). | (SRT). | ||
Significant (credit) Risk Transfer is the recognition, for bank capital adequacy supervision purposes, of a significant transfer of risk from the originator of a securitisation. | Significant (credit) Risk Transfer is the recognition, for bank capital adequacy supervision purposes, of a significant transfer of risk from the originator of a securitisation. | ||
The originator's capital adequacy requirements may then be reduced accordingly. | The originator's capital adequacy requirements may then be reduced accordingly. | ||
| Line 9: | Line 10: | ||
== See also == | == See also == | ||
* [[Bank supervision]] | |||
* [[Capital adequacy]] | |||
* [[Securitisation]] | * [[Securitisation]] | ||
* [[Securitisation special purpose vehicle]] | * [[Securitisation special purpose vehicle]] | ||
| Line 14: | Line 17: | ||
* [[Security]] | * [[Security]] | ||
* [[SSPE]] | * [[SSPE]] | ||
[[Category:Accounting,_tax_and_regulation]] | |||
[[Category:The_business_context]] | |||
[[Category:Identify_and_assess_risks]] | |||
Latest revision as of 11:19, 2 July 2022
Bank supervision - capital adequacy - securitisations.
(SRT).
Significant (credit) Risk Transfer is the recognition, for bank capital adequacy supervision purposes, of a significant transfer of risk from the originator of a securitisation.
The originator's capital adequacy requirements may then be reduced accordingly.
