PRA Publishes PS29/18 – Securitisation: The New EU Framework and Significant Risk Transfer

November 15th 2018

The PRA has published Policy Statement (PS) 29/18 ‘Securitisation: The New Framework and Significant Risk Transfer’, which provides feedback on responses to CP12/18. The PS also contains the PRA’s final policy as follows:

  • final Supervisory Statement (SS) 10/18 ‘Securitisation: General requirements and capital framework’ (Appendix 1);
  • updated SS9/13 ‘Securitisation: Significant Risk Transfer’ (Appendix 2); and
  • updated SS31/15 ‘The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP)’ (Appendix 3).

Further details can be found on the PRA website here.

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