74. For the purposes of Article 26d(2) of Regulation (EU) 2017/2402, the verification should be …

For the purposes of Article 26d(2) of Regulation (EU) 2017/2402, the verification should be carried out applying an appropriate statistical method and based on a random sample of underlying exposures extracted from the underlying exposures in the securitisation, while the size of the sample should be determined so as to ensure that the probability (confidence level) to correctly reject the hypothesis that there are no exceptions to the requirement in the entire pool of the underlying exposures in the securitisation is at least 95% (i.e. the probability of the so-called type II error of falsely accepting an entire pool without exceptions should be 5%).

1. Overview

1.1 References

• Article 26d 2.

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA -

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  DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.