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What is Significant Risk Transfer in Securitisation about?

This document discusses significant risk transfer (SRT) in securitization. It provides an overview of regulatory treatment and market practices regarding SRT. The document assesses structural features of SRT transactions and proposes options to enhance the quantitative tests used for assessing SRT. It also discusses the regulatory capital treatment of non-performing loan securitization and proposals to further stakeholder consultation on related issues. The document aims to gather stakeholder feedback to in

Author

Robin Michael

Language

EN