Securitization risk management guideline | AMF

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Introduction
1. Securitization risk management
2. Risk management related to classic and synthetic securitizations
- 2.1 Securitization process management
- 2.2 Scenario analyses and stress tests
3. Process of developing criteria for simple, transparent and comparable (STC) securitizations
- 3.1 Eligibility criteria for long-term STC securitizations
- 3.2 Eligibility criteria for short-term STC securitizations
Appendix 1 Possible securitization roles assumed by financial institutions

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Securitization Risk Management Guideline (pdf - 1 MB)This link will open in a new windowMarch 2019