SRT concerns acknowledged

Pic© JLogan

Category: Capital Relief Trades ABS


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Attendees of a public hearing on the EBA's SRT discussion paper have raised concerns in relation to excess spread, time calls and commensurate risk transfer tests (SCI 28 September). The EBA has acknowledged the concerns, but as its consultation is still ongoing it has not provided detailed responses.

The trapping mechanism is a key requirement for excess spread.

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