+122. Scenarios should also consider the default of one or more of the contractual counterparties …
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122. Scenarios should also consider the default of one or more of the contractual counterparties …
Scenarios should also consider the default of one or more of the contractual counterparties involved in the securitisation structure, especially of those acting as guarantors of certain tranches.
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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