Significant Risk Transfer

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.

See also

• Securitisation
• Securitisation special purpose vehicle
• Securitisation swap
• Security
• SSPE