EBU Single Rulebook Q&A 1 December 2017 2017_3610 CAP for synthetic securitisations of originator institutions in STD based on Article 252
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European Union · · · 01-12-2017
In case of originator institutions using the standardised approach (STD) having synthetic securitisations, is the CAP applied to all the securitised positions or only on the ones where the risk is retained?
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