6. Where transactions include replenishment periods, competent authorities should consider the …

Where transactions include replenishment periods, competent authorities should consider the eligibility criteria of the assets in the underlying pool and give consideration to the minimum and maximum credit quality of eligible assets, and consider if the assets can be substituted into the structure with the view to protecting investors from losses while increasing credit risk to the originator institution to ensure that risk has effectively been transferred.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/