synthetic securitisation
Definitions over time (1)
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28/06/2013 – 01/01/2019 Article 242, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 5
For the purposes of this Chapter, the following definitions shall apply:
‘synthetic securitisation’ means a securitisation where the transfer of risk is achieved by the use of credit derivatives or guarantees, and the exposures being securitised remain exposures of the originator institution;
Other definitions of this term in this act (1)
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