95. For the purposes of Article 26e(7) of Regulation (EU) 2017/2402, the one-year regulatory …

For the purposes of Article 26e(7) of Regulation (EU) 2017/2402, the one-year regulatory expected loss amounts on all underlying exposures for that year should be calculated taking into account a number of payment periods equivalent to one year, and by multiplying the percentage that the expected loss amount represented on the securitised exposures at the closing date of the transaction with the total outstanding portfolio balance of the performing securitised exposures at the beginning of that one year period.

1. Overview

1.1 References

• Article 26e 7

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/