Regulatory

ECB published its ‘Guide on the notification of significant risk transfer and implicit support for securitisations’

Welcome to Part 6 of PwC’s “Securitisation Unlocked” video series. In Part 6, Martin Neisen and Melanie Schlünder explore securitisation from the viewpoint of insurance companies, shifting focus from the traditional banking perspective.

Welcome to Part 5 of PwC’s “Securitisation Unlocked” video series. In Part 5, Martin Neisen, Gabriele Guggiola and Christoph Himmelmann dive the pressing topic of Non performing exposure (NPE) management.

EBA-Leitlinie zur Bestimmung der Materialität von CVA-Risiken aus Wertpapierfinanzierungsgeschäften

Welcome to Part 4 of PwC’s “Securitisation Unlocked” video series. In Part 4, Martin Neisen, Gabriele Guggiola and Christoph Himmelmann dive into the complexities of SRT (Significant Risk Transfer) Securitisation.

Welcome to Part 3 of PwC’s “Securitisation Unlocked” video series. In Part 3, Martin Neisen and Christoph Himmelmann examine the effects of CRR 3 regulations and securitisation on banks’ risk-weighted assets (RWA), with a particular focus on the output floor effect and its implementation timeline.

Welcome to Part 2 of PwC’s “Securitisation Unlocked” video series. In Part 2, Martin Neisen and Christoph Himmelmann provide an overview of the new EU regulations governing the calculation of Risk-Weighted Assets (RWA) for securitisation.

Welcome to PwC’s “Securitisation Unlocked” video series. In Part 1, Martin Neisen and Christoph Himmelmann discuss why securitisation is becoming increasingly significant for the European banking market.

What's inside the EU COM’s proposals?

ESMA proposes to introduce separate disclosure template for European private securitisations which would no longer require the reporting of granular loan-level data. With that, ESMA intends to reduce the regulatory reporting burden for originators and sponsors and to increase the efficiency and effectiveness of supervision.

The EU COM’s approach to gather further insights through the detailed questionnaire is understandable as it will probably need very convincing and data-driven arguments for the political debate on fundamental reforms of the securitisation framework on EU and even global level (Basel, FSB).