Weighted average maturity of the contractual payments due under the tranche

Topic area:
Status: 07.10.2020 |
Archived
Key words:
Securitisation
Initiative
Official name
Rundschreiben 04/2020 (BA) zur Bestimmung der gewichteten durchschnittlichen Laufzeit der innerhalb der Tranche fälligen vertraglichen Zahlungen gemäß Artikel 257 Absatz 1 Buchstabe a der Verordnung (EU) Nr. 575/2013
Type
Circular Letter
Level 3 / Other
Initiator
BaFin
Submitted
11.09.2020
Doc. code
04/2020
Summary
Status
Status

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Current version
Final version
01.10.2020
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
Level 1
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Level 2
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Level 3 / Other
Methodology for the determination of the weighted average maturity of securitisation positions for regulatory purposes (binding, EU)

Source: BaFin, 04/2020, 2020