+2. Originator institutions’ SRT policies should be part of their broader capital allocation …
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2. Originator institutions’ SRT policies should be part of their broader capital allocation …
Originator institutions’ SRT policies should be part of their broader capital allocation strategies. In particular, the originator institutions’ policies on transfer of credit risk and SRT to third parties should specify how transactions claiming SRT align with originator institutions’ overall risk management strategies and internal capital allocation.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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