Search
Regulatory Technical Standards on the determination by originator institutions of the exposure value of synthetic excess spread in securitisations
Regulatory Technical Standards on the homogeneity of the underlying exposures in STS securitisation
Joint Regulatory Technical Standards on STS securitisations-related sustainability disclosures
Regulatory Technical Standards on performance-related triggers in STS on-balance -sheet securitisations
Regulatory Technical Standards on requirements for originators, sponsors, original lenders and servicers relating to risk retention
Guidelines on the determination of the weighted average maturity of contractual payments due under the tranche of a securitisation transaction
Implementing Technical Standards on Supervisory Reporting amendments with regards to COREP securitisation
Regulatory Technical Standards on the calculation of Kirb in accordance with the purchased receivables approach
Guidelines on the STS criteria for ABCP and non-ABCP securitisation
Regulatory Technical Standards on the homogeneity of the underlying exposures in securitisation
Regulatory Technical Standards on risk retention
Regulatory Technical Standards on securitisation retention rules and Draft Implementing Technical Standards to clarify the measures to be taken in the case of non-compliance with such obligations
Both the RTS and the ITS aim at re-establishing securitisation on a sustainable basis mainly by encouraging market participants to develop a more transparent and uniform securitisation market and by enabling more convergence of supervisory practices across Europe with regards to the securitisation retention rules and related requirements.
Guidelines on implicit support for securitisation transactions
Regulatory Technical Standards on close correspondence between the value of an institution’s covered bonds and the value of the institution’s assets relating to the institution’s own credit risk
Regulatory Technical Standards on Own Funds
These Regulatory Technical Standards (RTS) gather a number of mandates given to the EBA by the Capital Requirements Regulation (CRR) in relation to own funds. These RTS include provisions regarding: technical aspects in relation to Common Equity Tier 1, Additional Tier 1, deductions from Common Equity Tier 1 and from own funds in general, as well as transitional provisions on grandfathering; the treatment of gains on sale associated with future margin income in a securitisation context; the conditions under which competent authorities may determine that a type of undertaking is recognised under applicable national law as a mutual, cooperative society, savings institution or similar institution; the criteria to define broad market indices, the calculation of minority interest and the deduction of indirect and synthetic holdings.