Securitisation: The new EU framework and Significant Risk Transfer

22 May 2018 The PRA publishes CP12/18 Securitisation: The new EU framework and Significant Risk Transfer This consultation paper (CP) sets out the Prudential Regulation Authority’s (PRA’s) proposals on its approach to the European Union’s Securitisation Regulation and certain aspects of the revised Capital Requirements Regulation (CRR) banking securitisation capital framework. This CP also proposes to update firms on the PRA’s expectations with regard to Significant Risk Transfer (SRT) securitisation. Securitisation: The new EU framework and Significant Risk Transfer - CP12/18