EBU Single Rulebook Q&A 26 June 2018 2018_4025 Synthetic securitisation of undrawn revolving credit facilities
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European Union · · · 19-07-2019
In a synthetic securitisation of undrawn revolving credit facilities (“RCF”), which is compliant with Article 245 of Regulation (EU) No 575/2013 as amended by Regulation (EU) 2017/2401, what is the EAD that should be considered inside the securitisation (which will subject to the risk weighting according to the securitisation framework) and what is the EAD that should be considered outside the
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