Essentials

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This is a reference library of current and past documents relevant to European securitisation.

EU Legislation (incl. drafts, RTS’ and guidelines)

Primary Legislation (Level 1) : Directives and Regulations

Securitisation Regulation
Original 2017 text

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Securitisation Regulation Amendment
Capital Market Recovery Package (2021)

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Securitisation Regulation
Official consolidated version

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Solvency II Regulation
official consolidated version

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CRR Amendment for STS (2017)

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CRR Amendment
Capital Market Recovery Package (2021)

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CRR (in full)
Official consolidated version

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Money Market Funds Regulation

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Secondary Regulation (Level 2) : Regulatory Technical Standards (RTS) and Implementation Technical Standards (ITS)

Homogeneity RTS

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Disclosure (Information) RTS

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STS Notification Information RTS

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Data Repository Operational Standards RTS

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Data Repository Application Form ITS

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Retention RTS

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Solvency II Capital Requirements RTS

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Disclosure (Templates) ITS

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STS Notification Information ITS

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Data Repository Application RTS

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Third Party Verification Agent Application RTS

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LCR Eligibility RTS

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Money Market Funds RTS

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Technical standards and guidelines (Level 3)

EBA STS ABCP guidelines

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EBA STS non-ABCP (Term) guidelines

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EBA STS OBS (Synthetic) guidelines

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Official sector publications

Joint-Committee Advice on the review of the securitisation prudential framework - Insurance (2022)

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Joint-Committee of the ESAs
report on the review of securitisation (2021)

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Monitoring systemic risks in the EU securitisation market (2022)

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Joint-Committee Advice on the review of the securitisation prudential framework - Banking (2022)

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EBA Report on Significant Risk Transfer (2020)

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The EU securitisation market – an overview (2023)

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Databases

ESMA STS register

LiNK

ESMA list of EU National Competent
Authorities for Securitisation

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UK Legislation (incl. drafts, RTS’ and guidelines)

Primary Legislation (Level 1) : Directives and Regulations

Securitisation Regulation
2023 DRAFT

Download

Securitisation Regulation
Original 2017 text

Download

Solvency II Regulation
official consolidated version

Download

CRR Amendment for STS (2017)

Download

Money Market Funds Regulation

Download

Secondary Regulation (Level 2) : Regulatory Technical Standards (RTS) and Implementation Technical Standards (ITS)

UK Securitisation (Amendment) Regulation (2019)

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On-shored EU Legislation

Homogeneity RTS

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Disclosure (Information) RTS

Download

STS Notification Information RTS

Download

Data Repository Operational Standards RTS

Download

Data Repository Application Form ITS

Download

Solvency II Capital Requirements RTS

Download

LCR Eligibility RTS

Download

Disclosure (Templates) ITS

Download

STS Notification Information ITS

Download

Data Repository Application RTS

Download

Third Party Verification Agent Application RTS

Download

Money Market Funds RTS

Download

Technical standards and guidelines (Level 3)

PRA/FCA guidelines on reporting

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FCA position paper on existing EU guideline
(to be approached with care as specific guidance is updated)

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Official sector publications

HMT Report on Securitisation (2021)

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Dabatases

FCA STS register

Link

Green

EU Legislation (incl. drafts, RTS’ and guidelines)

Primary Legislation (Level 1) : Directives and Regulations

Taxonomy Regulation

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Corporate Sustainability Reporting Directive

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Sustainable Finance Disclosures Regulation (SFDR)
Official consolidated version

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EU Green Bond Standard

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Secondary Regulation (Level 2) : Regulatory Technical Standards (RTS) and Implementation Technical Standards (ITS)

Taxonomy Climate Delegated Act

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Taxonomy Climate Delegated Act
- Annex 1 (Pages 12-145)
- Annex 2 (Pages 146-349)

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Taxonomy Complementary Climate Delegated Act

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Taxonomy Environmental Climate Delegated Act

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SFDR RTS Official Consolidated Version

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Taxonomy Disclosure Delegated Act

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Taxonomy Disclosure Delegated Act amendment

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Official sector publications

European Commission Report on the European Green Deal

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Updated Joint ESA Supervisory Statement on the application of the Sustainable Finance Disclosure Regulation

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EBA Report on securitisation and ESG

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PCS’ Consultation responses

Financial Stability Board - Consultation on shadow banking (January 2013)

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Basel Committee - Consultation on a new securitisation framework (March 2013)

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EIOPA - Consultation on calibrations under Solvency 2 (May 2013)

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European Commission- Response to the Green Paper (July 2013)

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European Commission - Consultation on LCR rules (April 2014)

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ECB/Bank of England - Joint Consultation on securitisation (July 2014)

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EBA - Consultation on STS (January 2015)

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BCBS/IOSCO - Consultation on STC(February 2015)

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European Commission - Consultation on a framework for STS (May 2015)

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European Commission - Joint Note on STS (March 2016)

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European Commission - Consultation on LCR (February 2018)

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EBA - Consultation on homogeneity (March 2018)

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ESMA - Consultation third party verification agents (March 2018)

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ESMA - Consultation STS notification formats (March 2018)

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EBA - Consultation on STS guidelines (July 2018)

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EBA - Consultation on synthetic securitisation (November 2019)

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HMT - Call for Evidence on the Securitisation Regulation (September 2021)

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European Commission - Consultation on the Securitisation Regulation (September 2021)

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EBA - Consultation on triggers in synthetic securitisation (February 2022)

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Joint-Committee of the ESAs - Consultation on Sustainable Disclosure for STS (July 2022)

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EIOPA - Consultation on Solvency 2 (July 2022)

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EBA - Consultation on Synthetic Excess Spread (October 2022)

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EBA - Consulation on Homogeneity (October 2022)

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EBA - Consultation on STS Synthetic Guidelines (July 2023)

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Archive (for really old stuff)

PCS White Paper 2013

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BoE/ECB Report on the case for a better functioning of the securitisation market (2014)

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European Commission’s Green Paper on long-term funding (2013)

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