Date-stamp loading
Version status: Repealed | Document consolidation status: Updated to reflect all known changes
Version date: 7 November 2023 - onwards
  Version 3 of 3    

Article 9 Retention option (e): retention of a first loss in every securitised exposure

Repealed from 7 November 2023

1. The retention of a first loss exposure at the level of every securitised exposure in accordance with point (e) of the second subparagraph of Article 405(1) shall be applied so that the credit risk retained is always subordinated to the credit risk that has been securitised in relation to those same exposures. 

2. The retention referred to in paragraph 1 may be fulfilled by the sale at a discounted value of the underlying exposures by the originator or original lender, where the amount of the discount is not less than 5 % of the nominal value of each exposure and where the discounted sale amount is only refundable to the originator or original lender where it is not absorbed by losses related to the credit risk associated to the securitised exposures.

Comparing proposed amendment...