A synthetic securitisation is a securitisation where the transfer of risk is achieved by the use of credit derivatives or guarantees, and the exposures being securitised remain exposures of the originator institution; (see Article 242 (11) CRR).
Term-Nr.: 838
German: Synthetische Verbriefung (776)
Source: FMA AT m. e. E., 30.10.2018
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