securitisation

Defined in Article 4, Capital Requirements Regulation (CRR)

Uses as of 28/12/2020

Definitions over time (2)

1. 25/12/2019 – today applies on 28/12/2020 Article 4, Capital Requirements Regulation (CRR) Scope: Whole act

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

   ‘securitisation’ means a securitisation as defined in point (1) of Article 2 of Regulation (EU) 2017/2402;

2. 28/06/2013 – 19/07/2016 Article 4, Capital Requirements Regulation (CRR) Scope: Whole act

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

   ‘securitisation’ means a transaction or scheme, whereby the credit risk associated with an exposure or pool of exposures is tranched, having both of the following characteristics: payments in the transaction or scheme are dependent upon the performance of the exposure or pool of exposures; the subordination of tranches determines the distribution of losses during the ongoing life of the transaction or scheme;

Used in (374 places in 80 provisions on 28/12/2020)

Capital Requirements Regulation (CRR) (374 in 80)

Recital 50³ · Recital 57³ · Recital 58⁴ · Recital 59 · Recital 64¹⁰ · Recital 66 · Recital 69² · Recital 70³ · Recital 124 · Article 4¹⁰ · Article 32² · Article 36 · Article 105 · Article 109 · Article 110 · Article 112 · Article 129² · Article 130 · Article 147 · Article 197 · Article 224² · Article 242¹⁶ · Article 243⁸ · Article 244²¹ · Article 245²⁰ · Article 246 · Article 247¹³ · Article 248⁹ · Article 249¹⁶ · Article 250⁷ · Article 251³ · Article 252 · Article 253 · Article 254⁹ · Article 255¹⁰ · Article 256¹⁰ · Article 257 · Article 258⁴ · Article 259³ · Article 260² · Article 261⁶ · Article 262² · Article 263⁴ · Article 264 · Article 265² · Article 267³ · Article 268⁶ · Article 269⁵ · Article 270⁷ · Article 270a² · Article 270b · Article 270c · Article 270d⁷ · Article 270e · Article 325⁷ · Article 325aa⁷ · Article 325ab⁴ · Article 325ac⁸ · Article 325am · Article 325an · Article 325az² · Article 325d³ · Article 325m⁵ · Article 325n¹⁰ · Article 325r⁴ · Article 325s² · Article 325z¹² · Article 326 · Article 332 · Article 336 · Article 337⁸ · Article 338⁶ · Article 364 · Article 373 · Article 374 · Article 445 · Article 449²⁵ · Article 457 · Article 496 · Article 519a⁵