Guidelines on the STS criteria for on-balance-sheet securitisations

Under development

The Guidelines on the STS criteria for on-balance-sheet securitisations aim to provide a harmonised interpretation, in alignment with the EBA Guidelines for traditional securitisations, and clarify aspects with a potential level of ambiguity, thus both ensuring a harmonised understanding of the criteria, but also a harmonised implementation in terms of capital requirements.

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Consultation Papers