Level-2 measures under the new Securitisation framework

29-08-2018

This briefing focuses on the state of play of the implementing measures under the new Securitisation Regulation (EU) 2017/2402 and the amending Regulation (EU) 2017/2401 on the treatment of regulatory capital requirements for credit institutions that originate, sponsor or invest in securitisations. Items for discussion include the draft measures that have been prepared by the European Supervisory Agencies, and those currently under preparation, including – for the European Securities and Markets Authority (ESMA) – technical standards on information in the STS notification and information to be provided in the application for the authorisation of a third party verifying STS compliance, and – for the European Banking Authority (EBA) – on the homogeneity of asset classes and on risk retention.

This briefing focuses on the state of play of the implementing measures under the new Securitisation Regulation (EU) 2017/2402 and the amending Regulation (EU) 2017/2401 on the treatment of regulatory capital requirements for credit institutions that originate, sponsor or invest in securitisations. Items for discussion include the draft measures that have been prepared by the European Supervisory Agencies, and those currently under preparation, including – for the European Securities and Markets Authority (ESMA) – technical standards on information in the STS notification and information to be provided in the application for the authorisation of a third party verifying STS compliance, and – for the European Banking Authority (EBA) – on the homogeneity of asset classes and on risk retention.