| Rows |
|---|
| 010 | TOTAL EXPOSURES Total amount of outstanding securitisations and re-securitisations (held in the trading book) reported by the institution playing the role/s of originator or investor or sponsor.
|
| 040, 070 and
100
| SECURITISATION POSITIONS Point 62 of Article 4(1) CRR.
|
| 020, 050,
080 and110
| RE-SECURITISATIONS POSITIONS Point 64 of Article 4(1) CRR
|
| 041, 071 and 101 | OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT Total amount of securitisation positions which fulfil the criteria of Article 243 CRR or Article 270 CRR and therefore qualify for differentiated capital treatment.
|
| 030-050 | ORIGINATOR Point (13) of Article 4(1) CRR
|
| 060-080 | INVESTOR Credit institution that holds a securitisation positions in a securitisation transaction for which it is neither originator, sponsor nor original lender.
|
| 090-110 | SPONSOR Point (14) of Article 4(1) CRR.
A sponsor that also securitises its own assets shall fill in the originator’s rows with the information regarding its own securitised assets.]
|