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Transferred Receivable
...olio it forms the principal economic basis on which the liabilities of the securitisation (the [[Notes]]) are based. ...ESMA]] must be documented minimally following the guidelines of the [[ESMA Securitisation Template]]

2 KB (273 words) - 16:01, 19 April 2019
Defaulted Receivable
A Defaulted Receivable in a securitisation context is a [[Transferred Receivable]] that has experienced any of pre-def ...iated with the credit event is to be apportioned to the securitisation"'"s liabilities

1 KB (183 words) - 15:16, 5 October 2021
STS Criterion 15. Appropriate mitigation of interest rate and currency risks
...n of interest rate and currency risks <ref>EBA STS Framework for Synthetic Securitisation, EBA/DP/2019/01</ref> Currency risk arising in the synthetic securitisation should be appropriately mitigated and measures taken to that effect should

5 KB (720 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 generally used

1 KB (144 words) - 20:46, 12 November 2019