Securitisation

The Final Stretch: Securitization in the US Under the Proposed Basel III Endgame Rules

By Christopher Horn on September 5, 2023

Posted in Basel III Endgame, Legal Update, Regulatory, Securitisation, Structured Finance

On July 27, 2023, the US banking regulators issued a proposal to significantly revise the risk-based capital requirements applicable to large banks and to banks with significant trading activity. The proposal, which is colloquially referred to as “Basel III Endgame” or “Basel IV,” includes important changes to the calculation of credit risk weights for securitization…

Report by the Joint Committee of the European Supervisory Authorities on the EU Securitisation Regulation

By Robyn Llewellyn & Mariana Padinha Ribeiro on June 3, 2021

Posted in European Union, Legal Update, Regulatory, Risk Retention, Securitisation

The Joint Committee of the European Supervisory Authorities (the “Joint Committee” and the “ESAs“, respectively) has published a report on the implementation and functioning of the EU Securitisation Regulation (the “EUSR“) on 17 May 2021 (the “Report“).

The Report has been published pursuant to Article 44 of…