+94. For the purposes of Article 26e(5), first paragraph, point (b), in the case of credit-linked …
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94. For the purposes of Article 26e(5), first paragraph, point (b), in the case of credit-linked …
For the purposes of Article 26e(5), first paragraph, point (b), in the case of credit-linked notes issued by an SSPE, the reference to the investor should be understood as a reference to the SSPE or any protection provider which has entered into the credit protection agreement with the originator. Synthetic excess spread (Article 26e(7) of Regulation (EU) 2017/2402) Calculation of one-year expected loss
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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