EBU Single Rulebook Q&A 5 August 2022 2022_6548 Securitised derecognised assets
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European Union · · · 13-10-2023
Template C 14.00 (SEC DETAILS), column 0210, requires reporting of information on securitised exposures including associated provisions.The memorandum item on the standardised calculation in C 14.01 (SEC DETAILS APPROACH), column 0448 also requires provisions on underlying asset as an input.
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