Significant Risk Transfer: Difference between revisions
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imported>Doug Williamson (Create the page. Source: EBA https://www.bankingsupervision.europa.eu/ecb/pub/pdf/guidance_significant_risk_transfer.en.pdf) |
imported>Doug Williamson (Add link.) |
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== See also == | == See also == | ||
* [[Capital adequacy]] | |||
* [[Securitisation]] | * [[Securitisation]] | ||
* [[Securitisation special purpose vehicle]] | * [[Securitisation special purpose vehicle]] | ||
Revision as of 16:15, 12 December 2016
Bank supervision - capital adequacy - securitisations
(SRT).
Significant (credit) Risk Transfer is the recognition, for bank capital adequacy supervision purposes, of a significant transfer of risk from the originator of a securitisation.
The originator's capital adequacy requirements may then be reduced accordingly.
