EBU Single Rulebook Q&A 9 August 2023 2023_6864 C14.00 - v7364_m - Type of Assets (column 0160)

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European Union · · · 26-04-2024

The EBA Validation Rule v7364_m states that: For securitization programs qualified for differentiated capital treatment and classified as traditional (and Non NPE), synthetic or ABCP, then the asset class of the portfolio (C14.00 - c0160) must be “Loans to SME (treated as corporate)” or “Loans to SME (treated as retail). Should this control be applicable?

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