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• Main Page
  ...'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 (2,522 words) - 14:31, 9 May 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
• ESMA Commercial 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) - 20:17, 12 February 2019
• ESMA Commercial Real Estate.Exposures.Liquidation Expense
  ...ion to be netted from the other assets of issuer to determine loss per the Securitisation Documents. Amount of any liquidation expenses that will be paid out of the * This information is provided as is. Refer to the [[ESMA Securitisation Template]] for pointers to definitive instructions
  2 KB (250 words) - 20:19, 12 February 2019
• ESMA Commercial 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) - 20:20, 12 February 2019
• ESMA Corporate.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 (204 words) - 20:23, 12 February 2019
• ESMA Corporate.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 (317 words) - 20:23, 12 February 2019
• ESMA Leasing.Exposures.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 (294 words) - 20:29, 12 February 2019
• ESMA Leasing.Exposures.Number Of Leased Objects
  The number of individual assets covered by this underlying exposure. * This information is provided as is. Refer to the [[ESMA Securitisation Template]] for pointers to definitive instructions
  1 KB (200 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Unique Identifier
  == Definition of ESMA Esoteric Assets.Exposures.Unique Identifier == <b>ESMA Esoteric Assets.Exposures.Unique Identifier</b>
  2 KB (216 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Original Underlying Exposure Identifier
  == Definition of ESMA Esoteric Assets.Exposures.Original Underlying Exposure Identifier == <b>ESMA Esoteric Assets.Exposures.Original Underlying Exposure Identifier</b>
  2 KB (227 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.New Underlying Exposure Identifier
  == Definition of ESMA Esoteric Assets.Exposures.New Underlying Exposure Identifier == <b>ESMA Esoteric Assets.Exposures.New Underlying Exposure Identifier</b>
  2 KB (239 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Original Obligor Identifier
  == Definition of ESMA Esoteric Assets.Exposures.Original Obligor Identifier == <b>ESMA Esoteric Assets.Exposures.Original Obligor Identifier</b>
  2 KB (225 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.New Obligor Identifier
  == Definition of ESMA Esoteric Assets.Exposures.New Obligor Identifier == <b>ESMA Esoteric Assets.Exposures.New Obligor Identifier</b>
  2 KB (237 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Data Cut-Off Date
  == Definition of ESMA Esoteric Assets.Exposures.Data Cut-Off Date == <b>ESMA Esoteric Assets.Exposures.Data Cut-Off Date</b>
  1 KB (202 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Pool Addition Date
  == Definition of ESMA Esoteric Assets.Exposures.Pool Addition Date == <b>ESMA Esoteric Assets.Exposures.Pool Addition Date</b>
  2 KB (251 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Date Of Repurchase
  == Definition of ESMA Esoteric Assets.Exposures.Date Of Repurchase == <b>ESMA Esoteric Assets.Exposures.Date Of Repurchase</b>
  1 KB (203 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Redemption Date
  == Definition of ESMA Esoteric Assets.Exposures.Redemption Date == <b>ESMA Esoteric Assets.Exposures.Redemption Date</b>
  1 KB (208 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Description
  == Definition of ESMA Esoteric Assets.Exposures.Description == <b>ESMA Esoteric Assets.Exposures.Description</b>
  2 KB (219 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Geographic Region - Obligor
  == Definition of ESMA Esoteric Assets.Exposures.Geographic Region - Obligor == <b>ESMA Esoteric Assets.Exposures.Geographic Region - Obligor</b>
  2 KB (227 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Geographic Region Classification
  == Definition of ESMA Esoteric Assets.Exposures.Geographic Region Classification == <b>ESMA Esoteric Assets.Exposures.Geographic Region Classification</b>
  2 KB (293 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Employment Status
  == Definition of ESMA Esoteric Assets.Exposures.Employment Status == <b>ESMA Esoteric Assets.Exposures.Employment Status</b>
  2 KB (233 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Credit Impaired Obligor
  == Definition of ESMA Esoteric Assets.Exposures.Credit Impaired Obligor == <b>ESMA Esoteric Assets.Exposures.Credit Impaired Obligor</b>
  3 KB (533 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Obligor Legal Type
  == Definition of ESMA Esoteric Assets.Exposures.Obligor Legal Type == <b>ESMA Esoteric Assets.Exposures.Obligor Legal Type</b>
  2 KB (216 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.NACE Industry Code
  == Definition of ESMA Esoteric Assets.Exposures.NACE Industry Code == <b>ESMA Esoteric Assets.Exposures.NACE Industry Code</b>
  1 KB (205 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Primary Income
  == Definition of ESMA Esoteric Assets.Exposures.Primary Income == <b>ESMA Esoteric Assets.Exposures.Primary Income</b>
  2 KB (226 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Primary Income Type
  == Definition of ESMA Esoteric Assets.Exposures.Primary Income Type == <b>ESMA Esoteric Assets.Exposures.Primary Income Type</b>
  2 KB (273 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Primary Income Currency
  == Definition of ESMA Esoteric Assets.Exposures.Primary Income Currency == <b>ESMA Esoteric Assets.Exposures.Primary Income Currency</b>
  1 KB (201 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Primary Income Verification
  == Definition of ESMA Esoteric Assets.Exposures.Primary Income Verification == <b>ESMA Esoteric Assets.Exposures.Primary Income Verification</b>
  2 KB (223 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Revenue
  == Definition of ESMA Esoteric Assets.Exposures.Revenue == <b>ESMA Esoteric Assets.Exposures.Revenue</b>
  2 KB (230 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Financial Statement Currency
  == Definition of ESMA Esoteric Assets.Exposures.Financial Statement Currency == <b>ESMA Esoteric Assets.Exposures.Financial Statement Currency</b>
  1 KB (197 words) - 14:25, 29 March 2021
• ESMA Esoteric Assets.Exposures.International Securities Identification Number
  == Definition of ESMA Esoteric Assets.Exposures.International Securities Identification Number == <b>ESMA Esoteric Assets.Exposures.International Securities Identification Number</b>
  1 KB (202 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Origination Date
  == Definition of ESMA Esoteric Assets.Exposures.Origination Date == <b>ESMA Esoteric Assets.Exposures.Origination Date</b>
  1 KB (194 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Maturity Date
  == Definition of ESMA Esoteric Assets.Exposures.Maturity Date == <b>ESMA Esoteric Assets.Exposures.Maturity Date</b>
  1 KB (201 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Currency Denomination
  == Definition of ESMA Esoteric Assets.Exposures.Currency Denomination == <b>ESMA Esoteric Assets.Exposures.Currency Denomination</b>
  1 KB (195 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Original Principal Balance
  == Definition of ESMA Esoteric Assets.Exposures.Original Principal Balance == <b>ESMA Esoteric Assets.Exposures.Original Principal Balance</b>
  2 KB (248 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Current Principal Balance
  == Definition of ESMA Esoteric Assets.Exposures.Current Principal Balance == <b>ESMA Esoteric Assets.Exposures.Current Principal Balance</b>
  2 KB (258 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Total Credit Limit
  == Definition of ESMA Esoteric Assets.Exposures.Total Credit Limit == <b>ESMA Esoteric Assets.Exposures.Total Credit Limit</b>
  2 KB (292 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Purchase Price
  == Definition of ESMA Esoteric Assets.Exposures.Purchase Price == <b>ESMA Esoteric Assets.Exposures.Purchase Price</b>
  1 KB (214 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Amortisation Type
  == Definition of ESMA Esoteric Assets.Exposures.Amortisation Type == <b>ESMA Esoteric Assets.Exposures.Amortisation Type</b>
  2 KB (291 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Principal Grace Period End Date
  == Definition of ESMA Esoteric Assets.Exposures.Principal Grace Period End Date == <b>ESMA Esoteric Assets.Exposures.Principal Grace Period End Date</b>
  1 KB (209 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Scheduled Principal Payment Frequency
  == Definition of ESMA Esoteric Assets.Exposures.Scheduled Principal Payment Frequency == <b>ESMA Esoteric Assets.Exposures.Scheduled Principal Payment Frequency</b>
  2 KB (218 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Scheduled Interest Payment Frequency
  == Definition of ESMA Esoteric Assets.Exposures.Scheduled Interest Payment Frequency == <b>ESMA Esoteric Assets.Exposures.Scheduled Interest Payment Frequency</b>
  2 KB (218 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Payment Due
  == Definition of ESMA Esoteric Assets.Exposures.Payment Due == <b>ESMA Esoteric Assets.Exposures.Payment Due</b>
  2 KB (219 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Debt To Income Ratio
  == Definition of ESMA Esoteric Assets.Exposures.Debt To Income Ratio == <b>ESMA Esoteric Assets.Exposures.Debt To Income Ratio</b>
  2 KB (273 words) - 20:30, 12 February 2019
• ESMA Esoteric Assets.Exposures.Balloon Amount
  == Definition of ESMA Esoteric Assets.Exposures.Balloon Amount == <b>ESMA Esoteric Assets.Exposures.Balloon Amount</b>
  2 KB (217 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Interest Rate Reset Interval
  == Definition of ESMA Esoteric Assets.Exposures.Interest Rate Reset Interval == <b>ESMA Esoteric Assets.Exposures.Interest Rate Reset Interval</b>
  1 KB (205 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Current Interest Rate
  == Definition of ESMA Esoteric Assets.Exposures.Current Interest Rate == <b>ESMA Esoteric Assets.Exposures.Current Interest Rate</b>
  1 KB (193 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Current Interest Rate Index
  == Definition of ESMA Esoteric Assets.Exposures.Current Interest Rate Index == <b>ESMA Esoteric Assets.Exposures.Current Interest Rate Index</b>
  2 KB (286 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Current Interest Rate Index Tenor
  == Definition of ESMA Esoteric Assets.Exposures.Current Interest Rate Index Tenor == <b>ESMA Esoteric Assets.Exposures.Current Interest Rate Index Tenor</b>
  2 KB (235 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Current Interest Rate Margin
  == Definition of ESMA Esoteric Assets.Exposures.Current Interest Rate Margin == <b>ESMA Esoteric Assets.Exposures.Current Interest Rate Margin</b>
  1 KB (214 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Interest Rate Cap
  == Definition of ESMA Esoteric Assets.Exposures.Interest Rate Cap == <b>ESMA Esoteric Assets.Exposures.Interest Rate Cap</b>
  1 KB (213 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Interest Rate Floor
  == Definition of ESMA Esoteric Assets.Exposures.Interest Rate Floor == <b>ESMA Esoteric Assets.Exposures.Interest Rate Floor</b>
  1 KB (213 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Number Of Payments Before Securitisation
  == Definition of ESMA Esoteric Assets.Exposures.Number Of Payments Before Securitisation == <b>ESMA Esoteric Assets.Exposures.Number Of Payments Before Securitisation</b>
  1 KB (209 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Percentage Of Prepayments Allowed Per Year
  == Definition of ESMA Esoteric Assets.Exposures.Percentage Of Prepayments Allowed Per Year == <b>ESMA Esoteric Assets.Exposures.Percentage Of Prepayments Allowed Per Year</b>
  2 KB (224 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Prepayment Lock-Out End Date
  == Definition of ESMA Esoteric Assets.Exposures.Prepayment Lock-Out End Date == <b>ESMA Esoteric Assets.Exposures.Prepayment Lock-Out End Date</b>
  1 KB (204 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Prepayment Fee
  == Definition of ESMA Esoteric Assets.Exposures.Prepayment Fee == <b>ESMA Esoteric Assets.Exposures.Prepayment Fee</b>
  2 KB (248 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Prepayment Fee End Date
  == Definition of ESMA Esoteric Assets.Exposures.Prepayment Fee End Date == <b>ESMA Esoteric Assets.Exposures.Prepayment Fee End Date</b>
  1 KB (213 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Prepayment Date
  == Definition of ESMA Esoteric Assets.Exposures.Prepayment Date == <b>ESMA Esoteric Assets.Exposures.Prepayment Date</b>
  1 KB (199 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Cumulative Prepayments
  == Definition of ESMA Esoteric Assets.Exposures.Cumulative Prepayments == <b>ESMA Esoteric Assets.Exposures.Cumulative Prepayments</b>
  2 KB (221 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Date Last In Arrears
  == Definition of ESMA Esoteric Assets.Exposures.Date Last In Arrears == <b>ESMA Esoteric Assets.Exposures.Date Last In Arrears</b>
  1 KB (199 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Arrears Balance
  == Definition of ESMA Esoteric Assets.Exposures.Arrears Balance == <b>ESMA Esoteric Assets.Exposures.Arrears Balance</b>
  2 KB (235 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Number Of Days In Arrears
  == Definition of ESMA Esoteric Assets.Exposures.Number Of Days In Arrears == <b>ESMA Esoteric Assets.Exposures.Number Of Days In Arrears</b>
  2 KB (222 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Account Status
  == Definition of ESMA Esoteric Assets.Exposures.Account Status == <b>ESMA Esoteric Assets.Exposures.Account Status</b>
  3 KB (357 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Reason for Default or Foreclosure
  == Definition of ESMA Esoteric Assets.Exposures.Reason for Default or Foreclosure == <b>ESMA Esoteric Assets.Exposures.Reason for Default or Foreclosure</b>
  2 KB (257 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Default Amount
  == Definition of ESMA Esoteric Assets.Exposures.Default Amount == <b>ESMA Esoteric Assets.Exposures.Default Amount</b>
  2 KB (217 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Default Date
  == Definition of ESMA Esoteric Assets.Exposures.Default Date == <b>ESMA Esoteric Assets.Exposures.Default Date</b>
  1 KB (192 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Allocated Losses
  == Definition of ESMA Esoteric Assets.Exposures.Allocated Losses == <b>ESMA Esoteric Assets.Exposures.Allocated Losses</b>
  2 KB (256 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Cumulative Recoveries
  == Definition of ESMA Esoteric Assets.Exposures.Cumulative Recoveries == <b>ESMA Esoteric Assets.Exposures.Cumulative Recoveries</b>
  2 KB (230 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Originator Name
  == Definition of ESMA Esoteric Assets.Exposures.Originator Name == <b>ESMA Esoteric Assets.Exposures.Originator Name</b>
  2 KB (229 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Originator Legal Entity Identifier
  == Definition of ESMA Esoteric Assets.Exposures.Originator Legal Entity Identifier == <b>ESMA Esoteric Assets.Exposures.Originator Legal Entity Identifier</b>
  2 KB (216 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Originator Establishment Country
  == Definition of ESMA Esoteric Assets.Exposures.Originator Establishment Country == <b>ESMA Esoteric Assets.Exposures.Originator Establishment Country</b>
  1 KB (202 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Original Lender Name
  == Definition of ESMA Esoteric Assets.Exposures.Original Lender Name == <b>ESMA Esoteric Assets.Exposures.Original Lender Name</b>
  2 KB (226 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Original Lender Legal Entity Identifier
  == Definition of ESMA Esoteric Assets.Exposures.Original Lender Legal Entity Identifier == <b>ESMA Esoteric Assets.Exposures.Original Lender Legal Entity Identifier</b>
  2 KB (222 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Exposures.Original Lender Establishment Country
  == Definition of ESMA Esoteric Assets.Exposures.Original Lender Establishment Country == <b>ESMA Esoteric Assets.Exposures.Original Lender Establishment Country</b>
  1 KB (199 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Unique Identifier
  == Definition of ESMA Esoteric Assets.Collateral.Unique Identifier == <b>ESMA Esoteric Assets.Collateral.Unique Identifier</b>
  1 KB (205 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Underlying Exposure Identifier
  == Definition of ESMA Esoteric Assets.Collateral.Underlying Exposure Identifier == <b>ESMA Esoteric Assets.Collateral.Underlying Exposure Identifier</b>
  2 KB (215 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Original Collateral Identifier
  == Definition of ESMA Esoteric Assets.Collateral.Original Collateral Identifier == <b>ESMA Esoteric Assets.Collateral.Original Collateral Identifier</b>
  2 KB (231 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.New Collateral Identifier
  == Definition of ESMA Esoteric Assets.Collateral.New Collateral Identifier == <b>ESMA Esoteric Assets.Collateral.New Collateral Identifier</b>
  2 KB (255 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Geographic Region - Collateral
  == Definition of ESMA Esoteric Assets.Collateral.Geographic Region - Collateral == <b>ESMA Esoteric Assets.Collateral.Geographic Region - Collateral</b>
  2 KB (227 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Security Type
  == Definition of ESMA Esoteric Assets.Collateral.Security Type == <b>ESMA Esoteric Assets.Collateral.Security Type</b>
  2 KB (218 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Charge Type
  == Definition of ESMA Esoteric Assets.Collateral.Charge Type == <b>ESMA Esoteric Assets.Collateral.Charge Type</b>
  2 KB (293 words) - 20:31, 12 February 2019
• ESMA Esoteric Assets.Collateral.Lien
  == Definition of ESMA Esoteric Assets.Collateral.Lien == <b>ESMA Esoteric Assets.Collateral.Lien</b>
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• ESMA Esoteric Assets.Collateral.Collateral Type
  == Definition of ESMA Esoteric Assets.Collateral.Collateral Type == <b>ESMA Esoteric Assets.Collateral.Collateral Type</b>
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• 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>
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• 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>
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• 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>
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• 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.
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• 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
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• 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]]
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• 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.
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• 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.
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• 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.
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• 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
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• 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<
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• 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>
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• BCBS 80
  ...ong>Securitisation Activities</strong>; disclosures regarding the types of assets securitised, the bank's strategy and objectives, recourse provisions and ac
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• 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
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• 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
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• 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>
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• 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>
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• 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
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• 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
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• Asset Securitisation
  '''Asset Securitisation'''. Determine and select assets for securitization and administer the securitization process.
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