The EBA published a consultation paper on Guidelines for STS criteria for synthetic securitizations on April 21, 2023. The guidelines are intended to provide a uniform interpretation of the STS criteria for so-called on-balance sheet transactions. […]
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TSI response on EBA Consultation of the RTS Homogeneity
The consultation of the European Banking Authority (EBA) of 28 July 2022 on the RTS Homogeneity expired last Friday. The topics are the adjustment of the homogeneity factors and the extension of the RTS to synthetic securitisations. For an overview of the contents, see the TSI Securitisation and Regulation News of August 2022. Together with its
TSI supports AFME response on the EBA consultation “Exposure Value of SES”
Last Friday, 14 October 2022, the EBA’s consultation period on the draft RTS on the capital adequacy of synthetic excess spreads (“SES”), the so-called Exposure Value of SES, expired. The Association for Financial Markets in Europe (AFME) has submitted a detailed response to the EBA. The underlying regulations STS for synthetic securitisations had already entered