EBU Single Rulebook Q&A 4 September 2025 2025_7575 SPV repack transactions
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European Union · · · 29-05-2026
Do SPV repackaging transaction on standardised platforms incur counterparty credit risk (CCR) or is the termination scenario considered a contractual feature that only results in market risk? If these transactions are subject to counterparty credit risk, how should the value of the collateral be taken into account?
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