qualifying securitised exposures

Definitions over time (1)

15/07/2024 – today applies on 11/11/2026 Article 2, Commission Delegated Regulation (EU) 2024/1780 Scope: Whole act

For the purposes of this Regulation, the following definitions shall apply:

‘qualifying securitised exposures’ means any of the following types of securitised exposures: securitised exposures for which the institution calculating K_{IRB} is not the servicer; securitised exposures for which the institution calculating K_{IRB} is the servicer and fulfils both of the following conditions: the institution was not involved in, or did not conclude, the original agreement that created the obligations or potential obligations of the debtor or potential debtor; the institution has limited access to data and information on those securitised exposures;