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EBA publishes final report and guidelines on determination of weighted average maturity of contractual payments under the CRR

Published on: 04 May 2020
Published by LNB News

LNB News 04/05/2020

Document Information

Issue Date: 04 May 2020

Published Date: 04 May 2020

Jurisdiction(s): United Kingdom

Article summary

The European Banking Authority (EBA) has published its final guidelines on the determination of the weighted average maturity (WAM) of the contractual payments due under the tranche of a securitisation transaction, as laid down in the Capital Requirements Regulation (Regulation (EU) 575/2013) (CRR). These guidelines (developed according to Article 257(4) of the CRR) aim to ensure that the methodology applicable for the determination of the WAM for regulatory purposes is sufficiently transparent and harmonised in order to increase consistency and comparability in the own funds held by institutions.

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