BCBS capital treatment of simple, transparent and comparable securitizations
Basel Committee on Banking Supervision standard supplements July 2015 simple, transparent and comparable (STC) securitizations criteria with additional criteria for specific purposes of differentiating capital treatment of STC securitizations from that of other securitization transactions. Reduces minimum capital treatments for STC securitizations by reducing risk weight floor for senior exposures, and by rescaling risk weights for other exposures.
Publisher:
Global Standard-Setting Bodies
Release date:
Jul 2016
Type:
Standard
Parent:
Criteria for Identifying Simple, Transparent and Comparable Securitisations
Peer:
Proposed Amendments to the Capital Framework for Securitisation Exposures , Capital Treatment for Short-Term "Simple, Transparent and Comparable" Securitisations , Criteria for Identifying Short-Term Simple, Transparent and Comparable Securitisations
Topics:
Securitization, Transparency and disclosure, Capital adequacy
Sectors:
Banking, Securities
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