Role in the securitisation process | Defines the role played by the reporting entity in the securitisation process. |
| Role in the securitisation process - Defines the role played by the reporting entity in the securitisation process. |
| x1 - Investor (Reports:C 13.01; C 19.00; C 20.00; ) |
| x2 - Originator (Reports:C 13.01; C 14.00; C 19.00; C 20.00; ) |
| x3 - Originator, Investor (Reports:C 14.00; ) |
| x4 - Originator, Sponsor (Reports:C 14.00; ) |
| x5 - Sponsor (Reports:C 13.01; C 19.00; C 20.00; ) |
| C 13.01 | CR SEC - (CR SEC) Credit risk: Securitisations |
| C 14.00 | CR SEC Details - Detailed information on securitisations |
| C 19.00 | MKR SA SEC - Market risk: Standardised Approach for specific risk in securitisations |
| C 20.00 | MKR SA CTP - Market risk: Standardised Approach for specific risk in the correlation trading portfolio |