Exposure value of synthetic excess spreads in securitizations
Initiative
Official name
Draft Regulatory Technical Standards specifying the determination by originator institutions of the exposure value of synthetic excess spread pursuant to Article 248(4) of Regulation (EU) No 575/2013
COMMISSION DELEGATED REGULATION (EU) …/... of XXX on supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the determination by originator institutions of the exposure value of synthetic excess spread pursuant to Article 248(4) of that Regulation
COMMISSION DELEGATED REGULATION (EU) …/... of XXX on supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the determination by originator institutions of the exposure value of synthetic excess spread pursuant to Article 248(4) of that Regulation
Type
Delegated Regulation
Level 2
Initiator
EBA
Submitted
09.08.2022
Doc. code
EBA/RTS/2023/02
Summary
Status
Status
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Current version
Final version
Next step
Entry into force and application
Entry into force
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Application date
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Scope
Relevant for
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Associated initiatives
Source: EBA, EBA/RTS/2023/02, 2023