EBU Single Rulebook Q&A 1 February 2019 2019_4501 Article 395 CRR – Shadow entities large exposure limits

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European Union · · · 15-01-2021

If a bank invests through a vehicle, incorporated under the applicable Securitisation Law, with separate compartments per investor and where the paid out of each Note is segregated per portfolio of loans, may each Note be deemed a separate shadow entity?

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