+Annex 1 – Reporting Template for Competent Authorities

Annex 1 – Reporting Template for Competent Authorities

Name of the Competent Authority Transaction X

NSA asse s sment date: DD/MM/YYYY NSA review outcome :

CRR - Article of application : Reason for comprehensive assessment: Originators call options included in transaction:<243(2), 243(4), 244(2), 244(4)> <GL Title II para 1, other> <yes, no>
Coll l ateral Type:{RMBS, LeveragedCMBS, Student Loans, Corporate Loans, loans, CRE Loan, Trade Finance, etc.}

Reference Currency ("Ccy"): Deal Notional (in Ccy): mm RWA Pre Securitisation (in Ccy): mm Pre Securitisation Capital Deductions (in Ccy): mm RWA Equivalent of Pre Sec Capital Deduc (in Ccy): = Pre Securitisation Capital Deductions (in Ccy) / 8% Total RWA Equiv Pre Securitisation (in Ccy): = RWA Equivalent of Pre Sec Capital Deduc (in Ccy) +

RWA Post Securitisation on Retained Tranches (in Ccy): Post Securitisation Capital Deductions (in Ccy): RWA Equivalent of Post Sec Capital Deduc (in Ccy):= PostSecuritisationRWA Pre Securitisation (in Ccy) mm mm Capital Deductions (in Ccy) / 8%
Total RWA Equiv Post Securitisation (in Ccy):= RWA RWAEquivalent Post Securitisationof Post Sec Capital Deduc (in Ccy) + on Retained Tranches (in Ccy)

RWA Reduction Sought After (in Ccy): = Total RWA Equiv Pre Securitisation (in Ccy) - Total

RWA Reduction Sought After (in %):=RWA RWA ReductionEquiv Post Securitisation (in Ccy) Sought After (in Ccy) / Total RWA Equiv Pre Securitisation (in Ccy)

First Loss Tranche (in Ccy): mm First Loss Tranche (in %): % First Loss Tranche Retained?: % First Loss Tranche Retained: % Mezzanine Tranche (in Ccy): mm Mezzanine Tranche (in %): % Mezzanine Tranche Retained?: % Mezzanine Tranche Retained: % Senior Tranche (in Ccy): mm Senior Tranche (in %): % Senior Tranche Retained?: % Senior Tranche Retained: % Attachment Point of Risk Sold (%) : % Detachment Point of Risk Sold (%) : % Reference Portfolio Size (in Ccy) : mm EL (in Ccy): mm EL (in %): = EL / Reference Portfolio Size EL+UL (in Ccy): mm EL+UL (in %): = (EL+UL) / Reference Portfolio Size Risk Transfer Claimed by Originator Institution (%): %

Qualitative information on assessmentNSA originator securitisations,should assessment approvalinclude narrative information on the of SRT and key considerations for including on structural features (incl. call options), issues related to synthetic SRT to third parties, credit ratings, etc (if relevant)

1. Forbhreathnú

,

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

Ceanglais

3. Caighdeáin ghaolmhara

Caighdeáin
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