EBU Single Rulebook Q&A 4 September 2015 2015_2269 F35.00 Covered Bonds reporting of over collaterization

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European Union · · · 04-10-2019

In Rows 020 and 030, Columns 220-250, are UK banks required to complete these cells if over collateralisation is determined on a nominal basis as per UK covered bond regulations? If so, how should over collateralization be translated into Present Value (what discount rate should be applied) or how should we determine the Asset Specific Value?

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