Securitisation latest publications
This month we focus on: Single Retail Financial Market, Basel III monitoring report, New European framework for securitisation, Internal Capital Adequacy Assessment Process, Liquidity in financial markets, Debt Subordination in Europe and Data Protection Regulation
This month we focus on: lower capital charges for EU robust securitisation, the proposed IRRBB treatment, Credit Value Adjustments, the MREL guidelines for EU banks, the SREP methodology for supervision, BIS corporate governance principles for banks and the EU General Data Protection Regulation.
This month we focus on: Basel reviews the standardised approach for credit risk, FSB's financial reform agenda, Mexico’s RCAP Review, the Single Resolution Board’s kick-off, the IMF Financial Stability Report and ECB annual report on supervisory activities.
This month we focus on: Basel reviews the securitisation prudential framework. Turkish G20 Presidency.TLAC next steps: Quantitative Impact Study (QIS). EBA on Basel III Monitoring Exercise. EBA updates on future EU-wide stress test and Faster payments.
This month we focus on: High Quality Securitisation (HQS), the European Commission publishes the final version of the Liquidity Coverage Ratio (LCR) Delegated Act, no surprise in the ECB comprehensive assessment, from shadow banking to translucent banking and financial crowdfunding.
The first securitization bonds were issued in 1993 and from 2000 the market exponentially expanded, contributing to credit growth and the development of a housing bubble. With the financial crisis outbreak, emissions dramatically decreased and regulatory attitude changed from a favorable position prior to the crisis to a pu…
This month we focus on securitization, contributions to BRRD & SRM, SSM supervicory fees, macroprudential, the EC review of EU regulation and transparency of core capital.
The European Central Bank (ECB) and the Bank of England (BoE) and have jointly issued a discussion paper on possible ways to achieve a better functioning securitisation market in the European Union, which could complement other long-term funding sources for the real economy. Comments are welcome until 4 July.