Securitisation: The new EU framework and Significant Risk Transfer - PS29/18

Securitisation: The new EU framework and Significant Risk Transfer - PS29/18

This Prudential Regulation Authority (PRA) Policy Statement (PS) provides feedback to responses to Consultation Paper (CP) 12/18 ‘Securitisation: The new EU framework and Significant Risk Transfer’. It 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).