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...'IFRS 9 and CECL''' | Articles about the new Accounting Rules for Credit Assets.}} ]] ...gory:Securitisation|{{ tip | '''Securitisation''' | The rebuilding of the Securitisation market in Europe and Globally.}}]]

19 KB (2,486 words) - 19:41, 23 April 2024
Loan Tape
...s and thus put more emphasis on recording the credit performance of credit assets) ...andardising information on an initial and ongoing basis about the pools of assets underlying structured credit products''" <ref>Financial Stability Forum Rec

4 KB (526 words) - 12:09, 10 June 2021
Risk Data Standards
...of related fields (tags) that represent a vocabulary for classifying data assets Direct Central Bank funding of securitisation pools has precipitated the need for more specific requirements. Prominent e

10 KB (1,432 words) - 17:18, 5 December 2023
FVOCI
...'' (''FVOCI'') is one of the three classification categories for financial assets under [[IFRS 9]] that is applicable to particular simple debt instruments<r ...ed by ''both'' collecting [[Contractual Cash Flows]] and selling financial assets and

5 KB (687 words) - 09:56, 9 June 2020
Interest Rate
...sed as a percentage of principal, by a lender to a borrower for the use of assets ...e (APR). The assets borrowed could include cash, consumer goods, and large assets such as a vehicle or building. The rate is derived by dividing the amount o

2 KB (260 words) - 15:00, 13 February 2020
Fair Value Hierarchy
...usted) quoted prices in [[Active Market | active markets]] for ''identical assets or liabilities'' and the lowest priority (Level 3) to unobservable inputs. ...rice | quoted prices]] in active markets for identical [[Financial Asset | assets]] or liabilities that the entity can access at the measurement date. A quo

5 KB (687 words) - 09:28, 19 September 2021
Collateral
The property or other assets that a borrower or a third party offers a lender to secure a loan or extens * Collateral is also terminology used to describe underlying assets in [[Securitisation]]

2 KB (296 words) - 11:42, 22 December 2020
Total Eligibile Provisions
...addition, total eligible provisions may include any discounts on defaulted assets.<ref>BCBS, International Convergence of Capital Measurement and Capital Sta Specific provisions set aside against equity and securitisation exposures must not be included in total eligible provisions.

2 KB (229 words) - 14:11, 8 October 2018
Regulatory Expected Loss
...e EL amount associated with equity exposures under the PD/LGD approach and securitisation exposures) to obtain a total EL amount. == Expected Loss for Defaulted Assets ==

2 KB (266 words) - 10:18, 14 May 2021
IRB Asset Classes
The list of distinct Advanced Internal Ratings Based assets classes recognized in the [[Basel II]]/[[Basel III]] and [[CRD IV Regulatio * Securitisation

4 KB (455 words) - 17:14, 4 November 2019
Conservative Constraints in Stress Testing
* No cures from S3 assets are permitted (hence it is assumed that no cures from S3, charge-offs or wr ...t decrease over the time horizon of the exercise (paragraph 111). Hence S1 assets cannot be assumed to benefit from credit quality improvements

4 KB (605 words) - 18:39, 4 May 2018
EBA 2018 Credit Risk Stress Test
* A common definition of S3 assets as non-performing exposures should be applied for the projections ...ctions banks shall also assume without prejudice to other triggers that S1 assets which experience a threefold increase of annual point-in-time PD compared t

12 KB (1,891 words) - 18:43, 4 May 2018
EU Financial Regulation
| Articulation of risk sharing between member countries, lack of risk-free assets, proportionality of regulatory requirements for smaller banks ...le, Transparent and Standardized Securitisation: An initiative to simplify securitisation structures

11 KB (1,404 words) - 20:56, 27 September 2021
Credit Portfolio Information
...t an organization collects and / or produces about its portfolio of credit assets or credit exposures. * Assets versus liabilities

2 KB (258 words) - 11:14, 15 June 2019
Cross Collateralisation
...supporting the aggregate loan amount. Ceteris paribus, a pool portfolio of assets will exhibit less volatility and hence provide better [[Credit Risk Mitigat ...g. in [[Securitisation]] transactions, in particular involving real estate assets.

1 KB (122 words) - 15:40, 22 January 2021
Portfolio Homogeneity
...o Management]] denotes the degree to which a given collection of financial assets or liabilities exhibits common characteristics. ...itisation standards<ref>"On the homogeneity of the underlying exposures in securitisation", EBA Final Draft Regulatory Technical Standards, Jul 2018</ref>

2 KB (286 words) - 12:15, 10 June 2021
Credit Data
...inancial Data: e.g., company accounting records, an individual's income or assets * [[ESMA Securitisation Template]]

3 KB (369 words) - 19:15, 6 March 2023
ESMA Securitisation Template
...d (4) mandated ESMA to produce draft RTS and ITS specifying information on securitisation underlying exposures and investor reports as well as standardised templates ...to ESMA’s draft technical standards on disclosure requirements under the Securitisation Regulation, 31 January 2019 | ESMA33-128-600</ref>

3 KB (337 words) - 21:12, 12 February 2019
ESMA Residential Real Estate.Exposures.Recourse
Is there recourse (full or limited) to the obligor's assets beyond the proceeds of any collateral for this underlying exposure? * This information is provided as is. Refer to the [[ESMA Securitisation Template]] for pointers to definitive instructions

1 KB (212 words) - 20:15, 12 February 2019
ESMA Residential Real Estate.Collateral.Collateral Type
* Mixed Categories Due to Security Over All Assets of the Obligor (MIXD) * This information is provided as is. Refer to the [[ESMA Securitisation Template]] for pointers to definitive instructions

2 KB (325 words) - 20:16, 12 February 2019