English, Article, Journal or magazine article edition: Comment on the proposed CRD amendment on significant risk transfer Marc Peters; Hugues Pirotte

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Bookmark: http://trove.nla.gov.au/version/110886
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Comment on the proposed CRD amendment on significant risk transfer
Author
  • Marc Peters
  • Hugues Pirotte
Physical Description
  • preprint
Notes
  • This paper is an opinion on the public consultation on possible changes to the Capital Requirements Directive1 and more particularly on the Annex IX Part 2 (item 10 on the Technical Amendments to Directive 2006/​48/​Ec), related to the significance of the risk transfer in the context of securitisation operations. It will demonstrate that the onus should be put on an economic approach to significant risk transfer rather than a mechanical approach, the latter being less capable of apprehending the various risk profiles a securitisation transaction might take.
  • Securitisation, significant credit risk transfer.
  • RePEc:sol:wpaper:08-021
Language
  • English
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