SEPTEMBER ICAS Newsletter Issue 36/2019


This ground-breaking work on synthetic securitisation unveils new data and insights into post-crisis market developments and trends, including data on historical default and loss performance. It also proposes a list of criteria to be considered when labelling the synthetic securitisation as ‘STS'. While the Discussion Paper does not provide any recommendations on any potential differentiated regulatory treatment, it does seek stakeholders' input about the possibility, its potential impact and other considerations. The consultation runs until 25 November 2019. 

03 October 2019

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