1. Competent authorities should consider whether the originator institution has appropriate …

Competent authorities should consider whether the originator institution has appropriate internal policies for making its own assessment of credit risk transfer and SRT. This should include not only an initial assessment of the transaction when the originator institution is first seeking the exclusion of securitised exposures from the calculation of risk-weighted exposure amounts and, as relevant, expected loss amounts, but should also consider the ongoing assessment of SRT during the life of the transaction.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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