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• ESMA Esoteric Assets.Collateral.Lien
  == Definition of ESMA Esoteric Assets.Collateral.Lien == <b>ESMA Esoteric Assets.Collateral.Lien</b>
  1 KB (198 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Collateral Type
  == Definition of ESMA Esoteric Assets.Collateral.Collateral Type == <b>ESMA Esoteric Assets.Collateral.Collateral Type</b>
  2 KB (321 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Current Valuation Amount
  == Definition of ESMA Esoteric Assets.Collateral.Current Valuation Amount == <b>ESMA Esoteric Assets.Collateral.Current Valuation Amount</b>
  2 KB (232 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Current Valuation Method
  == Definition of ESMA Esoteric Assets.Collateral.Current Valuation Method == <b>ESMA Esoteric Assets.Collateral.Current Valuation Method</b>
  2 KB (245 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Current Valuation Date
  == Definition of ESMA Esoteric Assets.Collateral.Current Valuation Date == <b>ESMA Esoteric Assets.Collateral.Current Valuation Date</b>
  1 KB (205 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Current Loan-To-Value
  == Definition of ESMA Esoteric Assets.Collateral.Current Loan-To-Value == <b>ESMA Esoteric Assets.Collateral.Current Loan-To-Value</b>
  2 KB (214 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Original Valuation Amount
  == Definition of ESMA Esoteric Assets.Collateral.Original Valuation Amount == <b>ESMA Esoteric Assets.Collateral.Original Valuation Amount</b>
  2 KB (216 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Original Valuation Method
  == Definition of ESMA Esoteric Assets.Collateral.Original Valuation Method == <b>ESMA Esoteric Assets.Collateral.Original Valuation Method</b>
  2 KB (249 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Original Valuation Date
  == Definition of ESMA Esoteric Assets.Collateral.Original Valuation Date == <b>ESMA Esoteric Assets.Collateral.Original Valuation Date</b>
  1 KB (206 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Original Loan-To-Value
  == Definition of ESMA Esoteric Assets.Collateral.Original Loan-To-Value == <b>ESMA Esoteric Assets.Collateral.Original Loan-To-Value</b>
  1 KB (209 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Date Of Sale
  == Definition of ESMA Esoteric Assets.Collateral.Date Of Sale == <b>ESMA Esoteric Assets.Collateral.Date Of Sale</b>
  1 KB (199 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Sale Price
  == Definition of ESMA Esoteric Assets.Collateral.Sale Price == <b>ESMA Esoteric Assets.Collateral.Sale Price</b>
  1 KB (212 words) - 20:32, 12 February 2019
• ESMA Esoteric Assets.Collateral.Collateral Currency
  == Definition of ESMA Esoteric Assets.Collateral.Collateral Currency == <b>ESMA Esoteric Assets.Collateral.Collateral Currency</b>
  1 KB (204 words) - 20:32, 12 February 2019
• ESMA Leasing Exposures Table
  ...tion is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. ...of the underlying exposure’s sale to the SSPE or the closing date of the securitisation.
  26 KB (3,745 words) - 20:58, 12 February 2019
• ESMA Esoteric Assets Collateral Table
  | [[ESMA Esoteric Assets.Collateral.Unique Identifier|ESMA Esoteric Assets.Collateral.Unique Identifier]] || ALPHANUM-28 || Report the same unique id ...MA Esoteric Assets.Collateral.Underlying Exposure Identifier|ESMA Esoteric Assets.Collateral.Underlying Exposure Identifier]] || ALPHANUM-1000 || Unique und
  6 KB (864 words) - 21:24, 12 February 2019
• ESMA Corporate Exposures Table
  ...tion is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. ...of the underlying exposure’s sale to the SSPE or the closing date of the securitisation.
  33 KB (4,716 words) - 21:22, 12 February 2019
• ESMA Commercial Real Estate Exposures Table
  ...tion is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. ...erlying exposure was substituted for another underlying exposure after the Securitisation Date, the date of such substitution.
  61 KB (8,609 words) - 21:22, 12 February 2019
• ESMA Residential Real Estate Exposures Table
  ...tion is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. ...of the underlying exposure’s sale to the SSPE or the closing date of the securitisation.
  32 KB (4,544 words) - 21:15, 12 February 2019
• ESMA Esoteric Assets Exposures Table
  | [[ESMA Esoteric Assets.Exposures.Unique Identifier|ESMA Esoteric Assets.Exposures.Unique Identifier]] || ALPHANUM-28 || The unique identifier assi ...ric Assets.Exposures.Original Underlying Exposure Identifier|ESMA Esoteric Assets.Exposures.Original Underlying Exposure Identifier]] || ALPHANUM-1000 || Un
  23 KB (3,212 words) - 21:24, 12 February 2019
• Management Company
  * representing the Issue in purchasing assets ...s, completeness or suitability for any purpose whatsoever. Refer to actual securitisation prospectuses for the definitive terms applicable in each case
  3 KB (362 words) - 13:03, 11 February 2020
• Issuer
  ...ets of the securitisation portfolio and transmitting cash flows from those assets to the [[Issuer Liability | issued liabilities]] ...s, completeness or suitability for any purpose whatsoever. Refer to actual securitisation prospectuses for the definitive terms applicable in each case
  2 KB (358 words) - 14:15, 8 October 2019
• Custodian
  ...r financial institution that keeps custody of stock certificates and other assets of a mutual fund, individual, or corporate client. ...todian of a securitisation is any the entity that holds the securitisation assets on behalf of the [[Issuer]] and performs a range of other oversight activit
  2 KB (213 words) - 14:31, 8 October 2019
• Data Trustee
  When assets transferred to the securitisation involve personal data subject to privacy laws, the [[Management Company]] a ...s, completeness or suitability for any purpose whatsoever. Refer to actual securitisation prospectuses for the definitive terms applicable in each case
  1 KB (164 words) - 18:21, 16 December 2020
• Issuer Swap Counterparty
  ...([[Transferred Receivable]]) from the [[Seller]] at the initiation of the securitisation. ...er which new assets may be purchased to replace maturing and/or defaulting assets, the transfer agreement only describes the initial condition of the asset p
  1 KB (153 words) - 15:59, 19 April 2019
• Servicer
  ...is an entity assuming the responsibilities of servicing the securitisation assets ([[Transferred Receivable]]) including processing of cash flows, managing d ...s, completeness or suitability for any purpose whatsoever. Refer to actual securitisation prospectuses for the definitive terms applicable in each case
  2 KB (264 words) - 12:20, 9 June 2021
• Collections
  Handles the liquidation of assets to offset the losses for problem accounts. ...s, completeness or suitability for any purpose whatsoever. Refer to actual securitisation prospectuses for the definitive terms applicable in each case
  1 KB (146 words) - 15:51, 11 June 2021
• Transferred Receivable
  ...olio it forms the principal economic basis on which the liabilities of the securitisation (the [[Notes]]) are based. * The receivables are credit risky assets subject to [[Credit Risk]] and potentially other [[Risk Factor | risk facto
  2 KB (273 words) - 16:01, 19 April 2019
• Eligibility Criteria
  ...ure that determine whether any particular financial asset can be part of a securitisation portfolio * Are not [[Non-Performing Loan]] (unless it is an NPL securitisation)
  1 KB (191 words) - 12:22, 10 June 2021
• Portfolio Constraints
  ...iteria]] determine whether any particular financial asset can be part of a securitisation portfolio ...s, completeness or suitability for any purpose whatsoever. Refer to actual securitisation prospectuses for the definitive terms applicable in each case
  1 KB (146 words) - 12:21, 10 June 2021
• Performing Receivable
  A Performing Receivable in a securitisation context is a [[Transferred Receivable]] that has not experienced any pre-de In the normal course of business, Performing Receivables form the bulk of the securitisation asset portfolio and their associated cashflows conform to their [[Contractu
  1 KB (138 words) - 15:16, 5 October 2021
• Defaulted Receivable
  A Defaulted Receivable in a securitisation context is a [[Transferred Receivable]] that has experienced any of pre-def ...economic loss associated with the credit event is to be apportioned to the securitisation"'"s liabilities
  1 KB (183 words) - 15:16, 5 October 2021
• Delinquent Receivable
  A Delinquent Receivable in a securitisation context is a [[Transferred Receivable]] that has experienced any of pre-def ...s, completeness or suitability for any purpose whatsoever. Refer to actual securitisation prospectuses for the definitive terms applicable in each case
  1 KB (154 words) - 15:17, 5 October 2021
• Constant Prepayment Rate
  The '''Constant Prepayment Rate''' (CPR) in a [[Securitisation]] context is an assumed annual constant rate of payment of principal not a ...s, completeness or suitability for any purpose whatsoever. Refer to actual securitisation prospectuses for the definitive terms applicable in each case
  1,020 bytes (133 words) - 13:33, 1 December 2022
• Seasoning
  The '''Seasoning''' of a Portfolio of Receivables (also in a [[Securitisation]] context) denotes the time period over which newly originated receivables ...s, completeness or suitability for any purpose whatsoever. Refer to actual securitisation prospectuses for the definitive terms applicable in each case
  1 KB (190 words) - 16:05, 1 December 2022
• Discount Rate
  The '''Discount Rate''' (also ''Haircut'') in a securitisation context denotes the rate by which notional amounts of the [[Transferred Rec ...s, completeness or suitability for any purpose whatsoever. Refer to actual securitisation prospectuses for the definitive terms applicable in each case
  1 KB (166 words) - 21:17, 10 February 2020
• Discounted Principal Balance
  Discounted Principal Balance in a securitisation context denotes value of the portfolio once each individual [[Transferred R ...s, completeness or suitability for any purpose whatsoever. Refer to actual securitisation prospectuses for the definitive terms applicable in each case
  845 bytes (107 words) - 16:01, 19 April 2019
• Balance Sheet CDO
  '''Balance Sheet CDO'''. Balance Sheet CDO/CLO/CBO - the reference assets for the CDO portfolio are taken from a company/firm's balance sheet. * [[Synthetic Securitisation]]
  761 bytes (109 words) - 23:08, 12 November 2019
• Securitisation
  ...credit assets. It is the process of taking an illiquid asset, or group of assets, such as a portfolio of receivables and, through financial intermediation, Securitisation is a [[Risk Transfer]] technique that appeared in the US at the beginning o
  2 KB (313 words) - 13:03, 21 September 2020
• Criteria for STS Synthetic Securitisation
  A set of proposed criteria to undepin the EBA's ''STS Framework for Synthetic Securitisation'' <ref>EBA/DP/2019/01</ref> | STS Simplicity ||[[STS Criterion 1. Balance sheet synthetic securitisation credit risk mitigation]]
  3 KB (316 words) - 18:14, 12 November 2019
• STS Criterion 4. Homogeneity enforceable obligations full recourse to obligors period payment streams
  ...e to obligor, periodic payment stream <ref>EBA STS Framework for Synthetic Securitisation, EBA/DP/2019/01</ref> * The synthetic securitisation should be backed by a pool of underlying exposures that are homogeneous in
  2 KB (218 words) - 20:46, 12 November 2019
• STS Criterion 6. No resecuritisation
  No resecuritisation <ref>EBA STS Framework for Synthetic Securitisation, EBA/DP/2019/01</ref> The underlying exposures should not include any securitisation position.
  1 KB (180 words) - 20:46, 12 November 2019
• STS Criterion 13. No embedded maturity transformation
  No embedded maturity transformation <ref>EBA STS Framework for Synthetic Securitisation, EBA/DP/2019/01</ref> ...he refinancing of such underlying exposures or on the re-sale value of the assets that are being financed by those underlying exposures.
  1 KB (169 words) - 20:46, 12 November 2019
• STS Criterion 16. Referenced interest payments
  Referenced interest payments <ref>EBA STS Framework for Synthetic Securitisation, EBA/DP/2019/01</ref> Any referenced interest payments under the securitisation assets and liabilities should be based on generally used market interest rates, or
  1 KB (144 words) - 20:46, 12 November 2019
• STS Criterion 27. Environmental performance of assets
  Environmental performance of assets <ref>EBA STS Framework for Synthetic Securitisation, EBA/DP/2019/01</ref> ...sed pursuant to point (a) of the first subparagraph of Article 7(1) of the Securitisation Regulation.
  749 bytes (97 words) - 20:46, 12 November 2019
• Project Finance
  ...n the Project’s cash flow and on the collateral value of the Project’s assets.<ref>Basel Committee on Banking Supervision, International Convergence of C ...ets and paid entirely from project cash flow, rather than from the general assets or creditworthiness of the project sponsors
  4 KB (633 words) - 13:56, 15 June 2023
• Collateral Type
  '''Collateral Type''' is the classification of the variety of assets used as [[Collateral]] in various contexts of credit Provision and/or secur ...ng system, the highest-level classification of collateral typically splits assets along Property / Non-Property. This is due to the (in general) lower valuat
  1 KB (183 words) - 14:43, 22 December 2020
• BCBS 107
  ...nks to hold total capital equivalent to at least 8% of their risk-weighted assets; the basic structure of the 1996 Market Risk Amendment regarding the treatm ...of expected losses (EL) and unexpected losses (UL) and to the treatment of securitisation exposures. In addition to these, changes in the treatments of credit risk m
  20 KB (3,034 words) - 11:39, 26 March 2021
• BCBS 118
  ...nks to hold total capital equivalent to at least 8% of their risk-weighted assets; the basic structure of the 1996 Market Risk Amendment regarding the treatm ...of expected losses (EL) and unexpected losses (UL) and to the treatment of securitisation exposures. In addition to these, changes in the treatments of credit risk m
  19 KB (2,931 words) - 12:29, 26 March 2021
• BCBS 138
  ...ty risk measurement, including the capture of off-balance sheet exposures, securitisation activities, and other contingent liquidity risks that were not well managed <li>Maintenance of a robust cushion of unencumbered, high quality liquid assets to be in a position to survive protracted periods of liquidity stress; and<
  5 KB (745 words) - 11:43, 26 March 2021
• BCBS 164
  ...tee standard, banks could hold as little as 2% common equity to risk-based assets, before the application of key regulatory adjustments.</li> ...apital framework will be strengthened. In addition to the trading book and securitisation reforms announced in July 2009, the Committee is proposing to strengthen th
  11 KB (1,648 words) - 11:44, 26 March 2021
• BCBS 265
  ...ittee's recent investigations into the variability of market risk-weighted assets.</p> ...edit risk. This involves a differential approach to securitisation and non-securitisation exposures.</li>
  5 KB (782 words) - 13:07, 16 April 2021
• BCBS 80
  ...ong>Securitisation Activities</strong>; disclosures regarding the types of assets securitised, the bank's strategy and objectives, recourse provisions and ac
  6 KB (872 words) - 11:46, 26 March 2021
• BCBS 90
  ...al modelling, internal and external credit ratings, credit risk modelling, securitisation activities, credit risk, credit derivatives, other derivatives, risk divers ...ses, with information about credit risk modelling, credit derivatives, and securitisation disclosed by fewer than half of the banks. These areas are of particular im
  7 KB (1,011 words) - 11:46, 26 March 2021
• BCBS 97
  ...sk internal modeling, internal and external ratings, credit risk modeling, securitisation activities, asset quality, credit derivatives and other credit enhancements <li> <p align="justify">Disclosures of information on securitisation activities, internal and external ratings and credit derivatives and credit
  5 KB (732 words) - 11:47, 26 March 2021
• BCBS D304
  ...nvolved in a securitisation transaction evaluate the risks of a particular securitisation as part of their due diligence on securitisations.</p> ...omoting <strong>simplicity</strong> refer to the homogeneity of underlying assets with simple characteristics, and a transaction structure that is not overly
  4 KB (550 words) - 12:38, 9 June 2021
• BCBS D309
  ...market participants to better compare banks' disclosures of risk-weighted assets. They form part of the Committee's broader agenda to reform regulatory stan <li>clarifying and streamlining the disclosure requirements for securitisation exposures.</li>
  3 KB (455 words) - 11:47, 26 March 2021
• BCBS D332
  ...the financial industry's development of simple, transparent and comparable securitisation structures. They are not intended to serve as a substitute for investors' d ...omoting <strong>simplicity</strong> refer to the homogeneity of underlying assets with simple characteristics, and a transaction structure that is not overly
  3 KB (396 words) - 11:47, 26 March 2021
• BCBS D343
  ...missions in July 2015. The July 2015 STC criteria are designed to mitigate securitisation risks, including uncertainty related to asset risk, structural risk, govern ...ude transactions in which the standardised risk weights for the underlying assets exceed certain levels.</p>
  4 KB (528 words) - 11:47, 26 March 2021
• BCBS D374
  ''Revisions to the securitisation framework - Basel III document''. ...sion published an updated standard for the regulatory capital treatment of securitisation exposures that includes the regulatory capital treatment for "simple, trans
  3 KB (464 words) - 11:48, 26 March 2021
• BCBS D413
  <li> <p>the redemption risk of the underlying assets is addressed from the sponsor's perspective; and</p> </li> ...eatment is also consistent with the Committee's July 2016 revisions to the securitisation framework. The 2016 standard sets out additional guidance and requirements
  4 KB (485 words) - 11:48, 26 March 2021
• Asset Securitisation
  '''Asset Securitisation'''. Determine and select assets for securitization and administer the securitization process.
  208 bytes (22 words) - 17:07, 11 June 2021

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