Securitisations and other loan transfers: monthly data

Securitisations subject to a controlled early amortisation provision

Securitisations and other loan transfers: quarterly data

Securitisations subject to a controlled early amortisation provision

Securitisations subject to a non-controlled early amortisation provision

securitisation position shall mean an exposure to a securitisation

'securitisation position' means an exposure to a securitisation

'traditional securitisation' means a securitisation involving the economic transfer of the exposures being securitised.

Revenue less Operating Expenses at Securitisation Date (Field Revenue at Securitisation Date minus Operating Expenses at Securitisation Date).

Other assets — Securitisation entities

Code of the originator of the securitisation

IRB approach - Securitisation exposures

In the case of resecuritisation, an LGD of 100 % shall be applied to the securitised positions.

of which: securitisation positions (negative amount

'securitisation' means securitisation as defined in point of Article 4of Regulation (EU) No 575/2013

Standardised Approach excluding securitization positions

The option can be sold through securitization or some other method.

IRB exposure classes excluding securitization positions

SA exposure classes excluding securitization positions

Also, the weak progress of the private securitization could only be the expression of an official securitization detracting from the private securitization without really stimulating it.

The definitions of 'traditional securitisation' and 'synthetic securitisation' is provided in Article 242and of CRR.

A Vertical slice (securitisation positions

SECURITISATION POSITIONS - TRADING BOOK

the performance of the securitisation positions

SECURITISATION POSITIONS — TRADING BOOK