EBU Single Rulebook Q&A 12 October 2020 2020_5549 Missing reporting of Securitization under the Internal Assessment Approach in C14.01 template
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European Union · · · 30-04-2021
Based on ITS instructions, in template C14.01 shall be reported only securitization under the SEC_IRBA, SEC_ERBA, SEC_SA methodology or securitizations weighted according to a RW equal to 1.250%.
Is it confirmed that such perimeter doesn’t consider securitizations under the IAA approach, nevertheless such amount is included in CoRep template C13.01?
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