Synthetic securitisation

A synthetic securitisation is a securitisation where the transfer of risk is achieved by the use of credit derivatives or guarantees, and the exposures being securitised remain exposures of the originator institution; (see Article 242 (11) CRR).

Term-Nr.: 838

German: Synthetische Verbriefung (776)

Source: FMA AT m. e. E., 30.10.2018