Newsalert Finance and Regulated Entities Department | EBA Report on STS framework for synthetic securitisations


On 6 May 2020, the European Banking Authority (EBA) published its Final Report for developing a simple, transparent and standardised (STS) framework for synthetic securitisation.

The Report includes a list of criteria to be considered when labelling the synthetic securitisation as “STS” (simplicity, transparency and standardisation) and examines the rationale behind the STS synthetic product, assessing the implications of its possible introduction.