EBA: Securitisation risk retention, due diligence and disclosure
12 Apr 2016 (UPDATED: 13 Mar 2026)
International
1 min read
EBA’s report considers measures taken by competent authorities in 2014 to ensure compliance by institutions with securitisation risk retention, due diligence and disclosure requirements. It notes that only 10 cases of non-compliance have been reported since EU rules were introduced in 2011. Sanctions in the form of additional risk weights as per Article 407 of CRR were applied in one out of the 10 cases. EBA also sets out recommendations for enhancing the regulation of risk retention, due diligence and disclosure in the EU