Significant risk transfer

It identifies securitisations where the originator has transferred significant credit risk (Part three, Title II, Chapter 5 of CRR) and it has decided to apply paragraph 1 of article 245.

Variable ID

SGNFCNT_RSK_TRNSFR

Definition

It identifies securitisations where the originator has transferred significant credit risk (Part three, Title II, Chapter 5 of CRR) and it has decided to apply paragraph 1 of article 245.

Input layer instructions

It is not applicable to other credit transfers and to securitisations originated by another entity.

Domain

Boolean

Legal references

  • No legal references provided

Used in cubes

Used in transformations