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EBA consults on the performance-related triggers for non-sequential amortisation systems in STS on-balance-sheet securitisations

On 20 December 2021, the European Banking Authority (EBA) launched a public consultation on its draft Regulatory Technical Standards (RTS) specifying and calibrating the minimum performance-feature non-sequential amortisation. The Capital Markets Recovery Package amended the Securitisation Regulation (Regulation (EU) 2017/2402) and created, amongst others, a specific framework for STS on-balance-sheet securitisation to ensure that the Union securitisation framework provides for...
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