STS Criterion 27. Environmental performance of assets
From Open Risk Manual
Description
Environmental performance of assets [1]
Content
In the case of a securitisation where the underlying exposures are residential loans or auto loans or leases, the originator should publish the available information related to the environmental performance of the assets financed by such residential loans or auto loans or leases, as part of the information disclosed pursuant to point (a) of the first subparagraph of Article 7(1) of the Securitisation Regulation.
Rationale
See overarching rationale for consistency with traditional qualifying framework.
Issues and Challenges
References
- ↑ EBA STS Framework for Synthetic Securitisation, EBA/DP/2019/01
