emendrix

Art. 242

Capital Requirements Regulation · 32013R0575 · every event for this act · on EUR-Lex

Definitions

3 changes recorded across 3 events, newest first.

in force 2021-06-28 MODIFIED+140 −11

Amended by Regulation (EU) 2019/2033 32019R2033 · Regulation (EU) 2019/876 32019R0876 · Regulation (EU) 2021/558 32021R0558 · Regulation (EU) 2020/873 32020R0873

applies from: unchanged

The definition list now includes a new point 20 defining synthetic excess spread by reference to point 29 of Article 2 of Regulation (EU) 2017/2402, which was absent before.

Point 19 on promotional entity ends with a semicolon in the earlier version but is followed by the new point 20 and a closing full stop in the later version, reflecting the added definition rather than a change to its own wording.

Cited: Art. 242, v2 · Art. 242, v1

text before / after

02013R0575-2020122802013R0575-20210629

Article 242 Definitions For the purposes of this Chapter, the following definitions apply: (1) clean-up call option means a contractual option that entitles the originator to call the securitisation positions before all of the securitised exposures have been repaid, either by repurchasing the … 593 unchanged words … or entity and maintain its viability throughout its lifetime, or that at least 90 % of its original capital or funding or the promotional loan it grants is directly or indirectly guaranteed by the Member State’s central, regional or local government. government; (20) synthetic excess spread means a synthetic excess spread as defined in point (29) of Article 2 of Regulation (EU) 2017/2402.

in force 2019-01-01 MODIFIED

Amended by Regulation (EU) 2017/2401 32017R2401 · Regulation (EU) 2019/876 32019R0876

applies from: unchanged

Sources disagree — the text comparison found this change; the EU's own amendment metadata does not list it. Both are shown; neither is overruled.

The definitions list has been substantially rewritten: the earlier version's standalone definitions of excess spread, KIRB, ratings based method, supervisory formula method, revolving securitisation and second-loss reference in the first-loss tranche definition are removed, while several remaining terms such as liquidity facility, asset-backed commercial paper programme, traditional securitisation, synthetic securitisation, revolving exposure, early amortisation provision and first loss tranche are redefined by cross-reference to specific points of Article 2 of Regulation (EU) 2017/2402.

New defined terms not present before are added, including credit-enhancing interest-only strip, senior securitisation position, IRB pool, mixed pool, overcollateralisation, simple transparent and standardised securitisation, asset-backed commercial paper transaction, mezzanine securitisation position and promotional entity.

The clean-up call option definition is reworded to describe distinct repurchase and credit-protection-termination mechanics for traditional and synthetic securitisations respectively, replacing the single repurchase-or-extinguish formulation used previously.

Cited: Art. 242, v1 · Art. 242, v2

text before / after, on the event page →

detected 2026-08-13 MODIFIED

no amending act named

applies from: unchanged

In point (9), the defined term is rephrased from "asset-backed commercial paper (ABCP) programme" to "asset-backed commercial paper programme or ABCP programme", with the same definition following.

In point (14), the phrase "a securitisations of revolving exposures" is corrected to "a securitisation of revolving exposures".

Cited: Art. 242, v2

text before / after, on the event page →