18. The techniques of portfolio management that should not be considered active portfolio …

The techniques of portfolio management that should not be considered active portfolio management include:

• a. substitution of the underlying exposures that are subject to regulatory dispute or investigation, where the purpose of such substitution is the facilitation of the resolution of that dispute or the end of the investigation;
• b. acquisition of new underlying exposures during the ‘ramp - up’ period to increase the value of the underlying exposures up to the value of the securitisation obligations.

Clear eligibility criteria

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/