118. Institutions should take into account securitisation risks that arise from structured credit …

Institutions should take into account securitisation risks that arise from structured credit products, usually created by repackaging the cash flow from a pool of assets into various tranches or asset-backed securities, taking into account the different positions that institutions can have in the securitisation process, by acting as originator, sponsor or investor.

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/