117. When assessing their risk to leveraged counterparties or shadow banking entities, institutions …

When assessing their risk to leveraged counterparties or shadow banking entities, institutions should take into account risk concentrations and they should not presume the existence of collateral or continuous re-margining agreements, which may not be available in case of severe market shocks. Institutions should endeavour to capture such correlated tail risks adequately.

4.7.2 Securitisation

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/