As part of the Capital Markets Recovery Package, it was decided in March 2021 to include STS for on-balance-sheet securitisations in the Securitisation Regulation and to correspondingly adjust the CRR.
Securitisation
European Benchmark Exercise Report for non-public securitisations
The second report in the European Benchmark Exercise on the non-public securitisation market in the EU and UK is published by AFME, EDW and TSI today. As part of the survey, twelve banks from six countries submitted their data on individual securitisation transactions to the European DataWarehouse (EDW).
EBA consults on draft for the new homogeneity RTS
On 28 July, the European Banking Authority (EBA) published a new consultation paper. It deals with the amendment of the regulatory technical standard (RTS) on homogeneity of exposures in simple, transparent and standardised (STS) securitisations. With the amendment of the Securitisation Regulation, the conditions were created to also make synthetic securitisations (“on-balance-sheet securitisations”) STS-compliant. The
RTS risk retention – EBA publishes final draft
The European Banking Authority (EBA) has today published the final draft of technical standards setting out the requirements for risk retention for securitisations, RTS risk retention, on 12 April 2022
Luxembourg Securitisation Law amended
Am 9. Februar hat das luxemburgische Parlament den Gesetzesentwurf zur Änderung des Gesetzes vom 22. März 2004 über die Verbriefung (das ” Luxemburger Verbriefungsgesetz”) angenommen.