EBA Final Draft RTS on the conditions to allow institutions to calculate KIRB in accordance with the purchased receivables (EBA/RTS/2019/01)
These draft RTS aim at striking the right balance between the need to acknowledge the specific circumstances under which institutions calculate capital requirements in the context of a securitisation transaction and the need to maintain appropriately safe and prudent requirements on the internal modelling of capital requirements.
Topics
Continue reading with a PwC Plus-Subscription
- verified Information source
- daily updates
- completely searchable articles (with refiner)
- tailored alert
To the top