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Insights into the European Banking Authority's Significant Risk Transfer report: A clear picture emerges

The EBA’s long-awaited Report on Significant Risk Transfer (SRT) was published on 23 November 2020. The Report builds on the EBA’s 2017 SRT Discussion Paper and subsequent consultation with market participants. This bulletin identifies key points to note in relation to the Report. 

The Report aims to harmonise divergent regulatory approaches within the EU (identified in the 2017 Discussion Paper) to certain substantive aspects of SRT assessment and to the assessment process itself.

This publication is co-authored by Jo Goulbourne Ranero, a consultant in our London regulatory practice with over 20 years’ experience with the firm, advising on a wide range of financial services regulatory matters, with a particular focus on regulatory capital (structuring to optimise, and providing and advice and opinions in respect of, institutions’ capital, liquidity, leverage and large exposures positions - EU CRR, Basel, PRA/FCA & ECB requirements) and securitisation regulation.