Examples of 'securitisation positions' in a sentence
Meaning of "securitisation positions"
In finance and banking, 'securitisation positions' refers to investments or assets that are created by pooling together various financial instruments, such as loans, mortgages, or receivables, to create tradable securities
How to use "securitisation positions" in a sentence
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securitisation positions
Exposures to securitisation positions in the trading book.
Transitional provisions concerning outstanding securitisation positions.
Caps for securitisation positions.
Recognition of credit risk mitigation on securitisation positions.
The exposure value of securitisation positions shall be calculated as follows.
Securitisations that include underlying securitisation positions.
Trading book securitisation positions are valued using the IRb method.
Underlying positions others than securitisation positions.
Exposure value of securitisation positions under the internal assessment approach.
Recognition of credit risk mitigation for securitisation positions.
Exposure to securitisation positions.
Recognition of credit risk mitigation in respect of securitisation positions.
Treatment of securitisation positions.
Securitisation positions in the trading book shall be treated as debt instruments.
Revised rules for securitisation positions.
See also
The underlying exposures used in a securitisation shall not include securitisation positions.
Investment in securitisation positions.
Value adjustments and provisions to be reported in this column only refer to securitisation positions.
Items representing securitisation positions.
Institutions shall regularly perform their own stress tests appropriate to their securitisation positions.
Calculation of capital requirements for securitisation positions with credit risk mitigation.
Securitisation positions shall include exposures to a securitisation arising from interest rate or currency derivative contracts.
Calculation of risk weighted amounts for securitisation positions.
Treatment of securitisation positions in a second loss tranche or better in an ABCP programme.
Risk weight exposure amounts for securitisation positions.
Exposure value of securitisation positions in the banking book under the Standardised Approach.
SA exposure classes excluding securitisation positions.
Exposure value of securitisation positions in the banking book under the IRB Approach.
IRB Claims or contingent claims excluding equity claims and securitisation positions.
The risk characteristics of the securitisation positions and of the underlying exposures.
Securitisation positions in Trading Books outside correlation portfolio.
There are no mezzanine securitisation positions.
Securitisation positions subject to own funds requirements?
CTP positions hedging securitisation positions.
The securitisation positions do not constitute payment obligations of the originator institution ;.
A Vertical slice securitisation positions.
Securitisation positions On-balance sheet.
Credit risk mitigation for securitisation positions subject to the Standardised Approach.
Iii the methods and key assumptions and inputs for valuing securitisation positions ;.
Credit risk mitigation for securitisation positions subject to the IRB Approach.
Securitisation positions - trading book.
Under the standard approach, the securitisation positions are treated by a look-through approach.
Tables 43 and 44 show capital requirements in respect of trading book securitisation positions.
Of which: securitisation positions negative amount.
Own funds requirements for relevant credit exposures - Securitisation positions in the banking book.
Trading book, securitisation positions and remuneration policies.
Risk weight floor for senior securitisation positions 10.
Repayment of the securitisation positions shall not be reversed with regard to their seniority ; and.
Of which: Risk weighted exposure amounts for credit risk: securitisation positions revised securitisation framework.
Securitisation positions Off-balance sheet & derivatives.
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