overcollateralisation
Defined in Article 242, Capital Requirements Regulation (CRR)
Definitions over time (1)
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01/01/2019 – today applies on 12/11/2026 Article 242, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 5
For the purposes of this Chapter, the following definitions apply:
‘overcollateralisation’ means any form of credit enhancement by virtue of which underlying exposures are posted in value which is higher than the value of the securitisation positions;