STS Criteria and EBA Interpretations

This section contains the STS Master Checklists.  These documents set outs the original text of the STS Regulation in which appear the requirements for a securitisation to achieve STS status.  Next to this legislative text appears the PCS breakdown of these requirements. Thee disaggregate the compound requirements for obtaining STS status into individual queries.  These are the same as used in our STS Verifications.

This section also contains the EBA Guidelines and Recommendations setting out the European Banking Authorities’ interpretation of the STS criteria.  To understand more about the EBA Guidelines, you may go here.


STS Criteria
CRR Criteria



Further information