EBU Single Rulebook Q&A 20 June 2018 2018_4005 Clarifying the Impact of the new securitisation framework on template C 14.00
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European Union · · · 15-03-2019
The ITS clearly states that securitisation calculated according to the new reporting Framework won't be reported in templates C 12.00 and C 13.00 but only in template C 02 00."Securitisations the risk weighted exposure amount of which is determined based on Regulation (EU) No 575/2013 as amended by Regulation (EU) 2017/2401 (amended CRR), i.e.
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